Pages that link to "Item:Q881904"
From MaRDI portal
The following pages link to Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904):
Displayed 16 items.
- Weighted portfolio selection models based on possibility theory (Q376652) (← links)
- A class of on-line portfolio selection algorithms based on linear learning (Q388589) (← 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)
- Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
- A risk index model for multi-period uncertain portfolio selection (Q456449) (← links)
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← links)
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
- A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
- On the possibilistic mean value and variance of multiplication of fuzzy numbers (Q843139) (← links)
- Portfolio adjusting optimization under credibility measures (Q972753) (← links)
- Fuzzy portfolio selection using fuzzy analytic hierarchy process (Q1007851) (← links)
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
- A review of credibilistic portfolio selection (Q1037447) (← links)
- A two-phase possibilistic linear programming methodology for multi-objective supplier evaluation and order allocation problems (Q2466108) (← links)
- Asset portfolio optimization using fuzzy mathematical programming (Q2476800) (← links)