Pages that link to "Item:Q1038405"

The following pages link to Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405):

Displaying 50 items.

• Fuzzy turnover rate chance constraints portfolio model (Q257247) (← links)
• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
• Multiobjective expected value model for portfolio selection in fuzzy environment (Q395845) (← links)
• Fuzzy portfolio selection problem with different borrowing and lending rates (Q410338) (← links)
• A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection (Q423150) (← links)
• An expected regret minimization portfolio selection model (Q439531) (← links)
• A risk index model for multi-period uncertain portfolio selection (Q456449) (← links)
• Approximation based fuzzy multi-objective models with expected objectives and chance constraints: application to earth-rock work allocation (Q497129) (← links)
• An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750) (← links)
• Portfolio rebalancing model using multiple criteria (Q621706) (← links)
• Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
• A new risk criterion in fuzzy environment and its application (Q693392) (← links)
• Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
• Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
• Solving bi-objective uncertain stochastic resource allocation problems by the CVaR-based risk measure and decomposition-based multi-objective evolutionary algorithms (Q828863) (← links)
• Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
• Gradually tolerant constraint method for fuzzy portfolio based on possibility theory (Q903560) (← links)
• A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios (Q1620084) (← links)
• Mean-risk model for uncertain portfolio selection with background risk (Q1675937) (← links)
• Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
• Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
• Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
• Time-varying risk attitude and conditional skewness (Q1722256) (← links)
• A bi-level programming approach for global investment strategies with financial intermediation (Q1755269) (← links)
• A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
• A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← links)
• Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection (Q1979975) (← links)
• Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
• Uncertain portfolio selection with background risk and liquidity constraint (Q1993193) (← links)
• The skewness for uncertain random variable and application to portfolio selection problem (Q2076451) (← links)
• A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
• Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) (← links)
• A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
• A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)
• On the relationship between possibilistic and standard moments of fuzzy numbers (Q2141581) (← links)
• An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
• A globally convergent method for solving a quartic generalized Markowitz portfolio problem (Q2143112) (← links)
• A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk (Q2154315) (← links)
• Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
• On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return (Q2241219) (← links)
• Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
• Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
• Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences (Q2301191) (← links)
• A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (Q2318256) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
• Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
• Some new results on value ranges of risks for mean-variance portfolio models (Q2446404) (← links)