Pages that link to "Item:Q630734"

The following pages link to Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734):

Displaying 33 items.

• Forecasting portfolio returns using weighted fuzzy time series methods (Q289002) (← 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)
• An expected regret minimization portfolio selection model (Q439531) (← links)
• Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
• An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750) (← links)
• Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
• Gradually tolerant constraint method for fuzzy portfolio based on possibility theory (Q903560) (← links)
• An evolutionary algorithm for multiobjective fuzzy portfolio selection models with transaction cost and liquidity (Q1666014) (← links)
• Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
• Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
• A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
• Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model (Q1794832) (← links)
• Fuzzy investment portfolio selection models based on interval analysis approach (Q1955014) (← links)
• Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection (Q1979975) (← links)
• Uncertain portfolio selection with background risk and liquidity constraint (Q1993193) (← links)
• A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
• On the relationship between possibilistic and standard moments of fuzzy numbers (Q2141581) (← links)
• Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
• Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
• Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← 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)
• A multiobjective optimization framework for optimal selection of supplier portfolio (Q2926474) (← links)
• A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480) (← links)
• Portfolio selection under higher moments using fuzzy multi-objective linear programming (Q2987922) (← links)
• (Q4999391) (← links)
• The KKT optimality conditions for optimization problem with interval-valued objective function on Hadamard manifolds (Q5070616) (← links)
• Portfolio selection models based on Cross-entropy of uncertain variables (Q5275265) (← links)
• LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve (Q5877184) (← links)
• Uncertain portfolio selection with borrowing constraint and background risk (Q6534748) (← links)