Pages that link to "Item:Q1038405"
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The following pages link to Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405):
Displayed 35 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-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)
- 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)
- A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← 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)
- Moments and semi-moments for fuzzy portfolio selection (Q2447405) (← links)
- Mean-risk model for uncertain portfolio selection (Q2514497) (← links)
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
- Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
- A Multi-Period Multiple Objective Uncertain Programming Model to Allocate Order for Supplier Selection Problem (Q2956866) (← links)
- Diversified models for portfolio selection based on uncertain semivariance (Q2974213) (← links)
- A MULTI-PERIOD INVENTORY MODEL FOR DETERIORATING ITEMS IN UNCERTAIN ENVIRONMENT (Q3195020) (← links)
- MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS (Q3195021) (← links)
- Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
- Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions (Q5265619) (← links)
- Portfolio selection models based on Cross-entropy of uncertain variables (Q5275265) (← links)