Pages that link to "Item:Q877972"

The following pages link to Fuzzy portfolio optimization under downside risk measures (Q877972):

Displaying 47 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)
• 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)
• Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
• A new index for bond management in an uncertain environment (Q529271) (← links)
• Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
• Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
• Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming (Q929609) (← links)
• Portfolio selection based on fuzzy cross-entropy (Q1019779) (← 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)
• Portfolio selection problems with random fuzzy variable returns (Q1043260) (← links)
• Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
• A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios (Q1620084) (← links)
• Fuzzy views on Black-Litterman portfolio selection model (Q1621186) (← links)
• An evolutionary algorithm for multiobjective fuzzy portfolio selection models with transaction cost and liquidity (Q1666014) (← links)
• A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
• Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse (Q1730448) (← links)
• Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
• A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty (Q1795042) (← links)
• A new portfolio selection model with interval-typed random variables and the empirical analysis (Q1797766) (← links)
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
• Exact and heuristic procedures for solving the fuzzy portfolio selection problem (Q1927253) (← links)
• Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
• A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)
• Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
• A fuzzy multifactor asset pricing model (Q2151671) (← links)
• Expected utility operators and coinsurance problem (Q2156948) (← links)
• Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints (Q2168097) (← links)
• Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
• Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences (Q2301191) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures (Q2318618) (← links)
• Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
• Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
• Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
• A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
• MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)
• (Q4999391) (← links)
• Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
• Estimation of fuzzy portfolio efficiency via an improved DEA approach (Q5882404) (← links)
• Possibilistic mean based defuzzification for fuzzy expert systems and fuzzy control -- LSD for general fuzzy sets (Q6145184) (← links)