Pages that link to "Item:Q869193"
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The following pages link to Two new models for portfolio selection with stochastic returns taking fuzzy information (Q869193):
Displayed 11 items.
- Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
- A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
- Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
- On chance maximization model in fuzzy random decision systems (Q969901) (← links)
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
- A review of credibilistic portfolio selection (Q1037447) (← links)
- Portfolio selection problems with random fuzzy variable returns (Q1043260) (← links)
- Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients (Q2385686) (← links)
- A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
- Asset portfolio optimization using fuzzy mathematical programming (Q2476800) (← links)
- Expected model for portfolio selection with random fuzzy returns (Q3603702) (← links)