Pages that link to "Item:Q1809830"
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The following pages link to Portfolio selection based on upper and lower exponential possibility distributions (Q1809830):
Displaying 50 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Forecasting portfolio returns using weighted fuzzy time series methods (Q289002) (← links)
- Weighted portfolio selection models based on possibility theory (Q376652) (← 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 mathematical model for identifying an optimal waste management policy under uncertainty (Q450126) (← links)
- Real-time fuzzy regression analysis: a convex hull approach (Q541718) (← links)
- Probability maximization models for portfolio selection under ambiguity (Q623758) (← links)
- A new risk criterion in fuzzy environment and its application (Q693392) (← links)
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
- CAPM with fuzzy returns and hypothesis testing (Q743141) (← links)
- A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
- Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (Q861159) (← links)
- Two new models for portfolio selection with stochastic returns taking fuzzy information (Q869193) (← links)
- Fuzzy portfolio optimization under downside risk measures (Q877972) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Mean-semivariance models for fuzzy portfolio selection (Q929900) (← 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)
- Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
- A cutting plane algorithm for MV portfolio selection model (Q1036539) (← links)
- A review of credibilistic portfolio selection (Q1037447) (← links)
- Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405) (← links)
- A dual-interval vertex analysis method and its application to environmental decision making under uncertainty (Q1042506) (← links)
- Portfolio selection problems with random fuzzy variable returns (Q1043260) (← links)
- Possibility distributions of fuzzy decision variables obtained from possibilistic linear programming problems (Q1568494) (← links)
- Viability of infeasible portfolio selection problems: A fuzzy approach (Q1600964) (← links)
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
- Foundational contributions of K. Asai and H. Tanaka to fuzzy optimization (Q1677107) (← links)
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise (Q1717903) (← links)
- Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse (Q1730448) (← links)
- A crop planning problem with fuzzy random profit coefficients (Q1774612) (← links)
- Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion (Q1793803) (← links)
- Robust-based interactive portfolio selection problems with an uncertainty set of returns (Q1794340) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Decision analysis based on fused double exponential possibility distributions. (Q1811991) (← links)
- A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← links)
- Upper and lower possibility distributions of fuzzy decision variables in upper level decision problems (Q1971868) (← links)
- A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk (Q2100492) (← links)
- A fuzzy multifactor asset pricing model (Q2151671) (← links)
- Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints (Q2168097) (← links)
- A possibilistic portfolio model with fuzzy liquidity constraint (Q2205332) (← links)
- On constructing expert Betas for single-index model (Q2371378) (← links)
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets (Q2383677) (← links)
- Moments and semi-moments for fuzzy portfolio selection (Q2447405) (← links)
- Fuzzy risk adjusted performance measures: application to hedge funds (Q2447426) (← links)
- A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
