Pages that link to "Item:Q693392"

The following pages link to A new risk criterion in fuzzy environment and its application (Q693392):

Displaying 11 items.

• Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
• Credibilistic loss aversion Nash equilibrium for bimatrix games with triangular fuzzy payoffs (Q1723081) (← links)
• Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion (Q1793803) (← links)
• Studying interconnections between two classes of two-stage fuzzy optimization problems (Q1955461) (← links)
• Credibilistic extensive game with fuzzy payoffs (Q1955473) (← links)
• A parametric Sharpe ratio optimization approach for fuzzy portfolio selection problem (Q1992962) (← links)
• A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
• New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
• A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (Q2318256) (← links)
• A new quadratic deviation of fuzzy random variable and its application to portfolio optimization (Q5858195) (← links)
• LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve (Q5877184) (← links)