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Fuzzy Portfolio Model for Decision Making in Investment
10 references·1 citing·39 second hop
Fuzzy Portfolio Model for Decision Making in Investment (2001)Fuzzy Portfolio Model for Decision Making…Decision Making in a Fuzzy Environment (2007)Decision Making in a Fuzzy En…Fuzzy sets (1996)Fuzzy setsA FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES (1992)A FAST ALGORITHM FOR SOLVING …Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Large-Scale Portfolio Optimization (1984)Large-Scale Portfolio Optimiz…On finding compromise solutions in multicriteria problems using the fuzzy min-operator (1981)On finding compromise solutio…On formalization of a general fuzzy mathematical problem (1980)On formalization of a general…Fuzzy Sets and Systems - Theory and Applications (1980)Fuzzy Sets and Systems - Theo…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Fuzzy sets (1965)Fuzzy setsPortfolio selection using λ mean and hybrid entropy (2009)Portfolio selection using λ m…Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Modern Portfolio Theory and Investment Analysis. (1982)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Heuristics for cardinality constrained portfolio optimisation (2000)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Theory and Capital Markets. (1972)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Simulated annealing for complex portfolio selection problems (2003)Portfolio optimization with linear and fixed transaction costs (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)A fuzzy set approach to modifiers and vagueness in natural language. (1976)Using fuzzy sets in operational research (1983)Soft-sensing of level of satisfaction in TOC product-mix decision heuristic using robust fuzzy-LP (2006)Asset portfolio optimization using fuzzy mathematical programming (2007)Decision-making with a fuzzy preference relation (1978)Aggregation of fuzzy opinions — an axiomatic approach (1985)Ranking fuzzy values with satisfaction function (1994)Detection of level of satisfaction and fuzziness patterns for MCDM model with modified flexible S-curve MF (2006)A Simplified Model for Portfolio Analysis (1963)An integrated stock-bond portfolio optimization model (1997)The optimal portfolio problem with coherent risk measure constraints (2003)Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (2018)Extensions of the TOPSIS for group decision-making under fuzzy environment (2000)A fuzzy approach for supplier evaluation and selection in supply chain management (2005)Extension of TOPSIS to Multiple Criteria Decision Making with Pythagorean Fuzzy Sets (2014)A fuzzy extension of Saaty's priority theory (1983)A 2-tuple fuzzy linguistic representation model for computing with words (2000)Hesitant Fuzzy Linguistic Term Sets for Decision Making (2011)An approach for detecting, quantifying, and visualizing the evolution of a research field: A practical application to the Fuzzy Sets Theory field (2010)Science mapping software tools: Review, analysis, and cooperative study among tools (2011)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)
this work references cited by second hop

References

  • 1965Fuzzy sets67,827 cited
  • 1996Fuzzy sets46,880 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1980Fuzzy Sets and Systems - Theory and Applications6,412 cited
  • 2007Decision Making in a Fuzzy Environment5,320 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 1984Large-Scale Portfolio Optimization416 cited
  • 1981On finding compromise solutions in multicriteria problems using the fuzzy min-operator230 cited
  • 1980On formalization of a general fuzzy mathematical problem78 cited
  • 1992A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES63 cited

Cited by

  • 2009Portfolio selection using λ mean and hybrid entropy36 cited

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