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A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality
16 references·2 citing·32 second hop
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  • 2007Decision Making in a Fuzzy Environment5,320 cited
  • 1975the delphi method: techniques and applications5,224 cited
  • 1952Portfolio Selection4,609 cited
  • 1976The Delphi Method: Techniques and Applications2,228 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
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  • 2007Genetic algorithms for portfolio selection problems with minimum transaction lots243 cited
  • 1981On finding compromise solutions in multicriteria problems using the fuzzy min-operator230 cited
  • 2006Fuzzy portfolio optimization under downside risk measures225 cited
  • 2007Asset portfolio optimization using fuzzy mathematical programming193 cited
  • 2005Portfolio rebalancing model with transaction costs based on fuzzy decision theory165 cited
  • 2008Fuzzy portfolio selection using fuzzy analytic hierarchy process164 cited
  • 2008Portfolio selection based on fuzzy cross-entropy140 cited
  • 2007Possibilistic mean–variance models and efficient frontiers for portfolio selection problem

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140 cited

Cited by

  • 2018Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments44 cited
  • 2020MULTIOBJECTIVE APPROACH TO PORTFOLIO OPTIMIZATION IN THE LIGHT OF THE CREDIBILITY THEORY44 cited