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A multi-period fuzzy portfolio optimization model with minimum transaction lots · Study

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ArticleA multi-period fuzzy portfolio optimization model with minimum transaction lots

Yong‐Jun Liu2014

Article2014

A multi-period fuzzy portfolio optimization model with minimum transaction lots

Yong‐Jun Liu · Wei-Guo Zhang

106 citations·0/0 files stored·European Journal of Operational Research

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Risk and Portfolio Optimization Optimization and Mathematical Programming Fuzzy Systems and Optimization

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References

1965Fuzzy sets 1996Fuzzy sets 1952PORTFOLIO SELECTION*1981Multiple Attribute Decision Making: Methods and Applications 1980Fuzzy Sets and Systems - Theory and Applications 2007Decision Making in a Fuzzy Environment 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market 2000Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation

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2016Fuzzy multi-period portfolio selection with different investment horizons 2016Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels 2015Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem 2017Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint 2016Diversified models for portfolio selection based on uncertain semivariance 2022Review of Multi-Criteria Decision-Making Methods in Finance Using Explainable Artificial Intelligence

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Year2014

Typearticle

Published2014-11-18

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations106

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.ejor.2014.10.061

openalex_workW1998174418

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2017Stock market prediction and Portfolio selection models: a survey

2017Portfolio selection and risk investment under the hesitant fuzzy environment