Pages that link to "Item:Q2489170"
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The following pages link to Fuzzy compromise programming for portfolio selection (Q2489170):
Displayed 20 items.
- Fuzzy portfolio selection problem with different borrowing and lending rates (Q410338) (← links)
- Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem (Q545598) (← links)
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← 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)
- Fuzzy portfolio optimization under downside risk measures (Q877972) (← links)
- Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
- A new approach for multiobjective decision making based on fuzzy distance minimization (Q947858) (← 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 based on fuzzy cross-entropy (Q1019779) (← links)
- Mean-variance models for portfolio selection with fuzzy random returns (Q1031991) (← 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)
- On constructing expert Betas for single-index model (Q2371378) (← links)
- A two-asset stochastic model for long-term portfolio selection (Q2390406) (← links)
- A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
- Asset portfolio optimization using fuzzy mathematical programming (Q2476800) (← links)