Pages that link to "Item:Q1582676"
From MaRDI portal
The following pages link to Portfolio selection under independent possibilistic information (Q1582676):
Displayed 28 items.
- 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)
- Portfolio selection using \(\lambda\) mean and hybrid entropy (Q635977) (← links)
- A class of chance constrained multi-objective portfolio selection model under fuzzy random environment (Q650216) (← links)
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← links)
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
- A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
- Fuzzy portfolio optimization under downside risk measures (Q877972) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming (Q929609) (← links)
- Portfolio adjusting optimization under credibility measures (Q972753) (← links)
- A class of possibilistic portfolio selection model with interval coefficients and its application (Q1001149) (← links)
- Fuzzy portfolio selection using fuzzy analytic hierarchy process (Q1007851) (← links)
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
- A dual-interval vertex analysis method and its application to environmental decision making under uncertainty (Q1042506) (← links)
- An estimation model of value-at-risk portfolio under uncertainty (Q1043315) (← links)
- A possibilistic approach to selecting portfolios with highest utility score (Q1867390) (← links)
- The valuation of European options in uncertain environment (Q1869451) (← links)
- Oblique fuzzy vectors and their use in possibilistic linear programming (Q1874062) (← links)
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets (Q2383677) (← links)
- Necessity measure optimization in linear programming problems with fuzzy polytopes (Q2455529) (← links)
- Fuzzy stock selection using a new fuzzy ranking and weighting algorithm (Q2572006) (← links)
- An interval portfolio selection problem based on regret function (Q2572835) (← links)
- UNCERTAINTY PORTFOLIO MODEL IN CROSS CURRENCY MARKETS (Q3070075) (← links)
- Identification of filter management strategy in fluid power systems under uncertainty: an interval-fuzzy parameter integer nonlinear programming method (Q3082687) (← links)
- (Q5389886) (← links)