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Portfolio selection with fuzzy returns

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References

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2005A fuzzy expected value-based goal programing model for product planning using quality function deployment

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38 cited

Cited by

2007Risk curve and fuzzy portfolio selection92 cited
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2012A risk index model for multi-period uncertain portfolio selection80 cited
2009A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns74 cited
2018A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms74 cited
2012Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints73 cited
2011An expected regret minimization portfolio selection model71 cited
2012Expected value multiobjective portfolio rebalancing model with fuzzy parameters58 cited
2009A review of credibilistic portfolio selection54 cited
2020An Entropy-Based Approach to Portfolio Optimization54 cited
2013Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model52 cited
2017Mean-risk model for uncertain portfolio selection with background risk52 cited
2014Uncertain programming models for portfolio selection with uncertain returns50 cited
2011Portfolio adjusting optimization with added assets and transaction costs based on credibility measures47 cited
2017A review of uncertain portfolio selection42 cited