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A multi-period fuzzy portfolio optimization model with minimum transaction lots
16 references·16 citing·37 second hopsampled
A multi-period fuzzy portfolio optimization model with minimum transaction lots (2014)A multi-period fuzzy portfolio optimizati…My own book review : The Irrational Organization (2014)My own book review : The Irra…Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm (2008)Markowitz-based portfolio sel…Genetic algorithms for portfolio selection problems with minimum transaction lots (2007)Genetic algorithms for portfo…Decision Making in a Fuzzy Environment (2007)Decision Making in a Fuzzy En…Fuzzy portfolio optimization under downside risk measures (2006)Fuzzy portfolio optimization …A possibilistic approach to selecting portfolios with highest utility score (2002)A possibilistic approach to s…Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation (2000)Optimal Dynamic Portfolio Sel…Portfolio selection based on upper and lower exponential possibility distributions (1999)Portfolio selection based on …Heuristic algorithms for the portfolio selection problem with minimum transaction lots (1999)Heuristic algorithms for the …Fuzzy sets (1996)Fuzzy setsMean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Multiple Attribute Decision Making: Methods and Applications (1981)Multiple Attribute Decision M…Fuzzy Sets and Systems - Theory and Applications (1980)Fuzzy Sets and Systems - Theo…Multiperiod Consumption-Investment Decisions (1975)Multiperiod Consumption-Inves…Fuzzy sets (1965)Fuzzy setsPORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Review of Multi-Criteria Decision-Making Methods in Finance Using Explainable Artificial Intelligence (2022)Review of Multi-Criteria Deci…Construction of stock portfolios based on k-means clustering of continuous trend features (2022)Construction of stock portfol…Multi-period uncertain portfolio optimization model with minimum transaction lots and dynamic risk preference (2021)Multi-period uncertain portfo…Multi-period portfolio optimization using coherent fuzzy numbers in a credibilistic environment (2020)Multi-period portfolio optimi…Uncertain portfolio optimization problem under a minimax risk measure (2019)Uncertain portfolio optimizat…A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria (2018)A Novel Hybrid ICA-FA Algorit…A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints (2018)A novel hybrid heuristic algo…A comprehensive model for fuzzy multi-objective portfolio selection based on DEA cross-efficiency model (2018)A comprehensive model for fuz…Stock market prediction and Portfolio selection models: a survey (2017)Stock market prediction and P…Portfolio selection and risk investment under the hesitant fuzzy environment (2017)Portfolio selection and risk …Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (2017)Multi-period portfolio select…A fuzzy hybrid integrated framework for portfolio optimization in private banking (2017)A fuzzy hybrid integrated fra…Fuzzy multi-period portfolio selection with different investment horizons (2016)Fuzzy multi-period portfolio …Diversified models for portfolio selection based on uncertain semivariance (2016)Diversified models for portfo…Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (2016)Credibilistic mean-entropy mo…Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (2015)Artificial bee colony algorit…Risk Aversion in the Small and in the Large (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)COMPONENTS OF INVESTMENT PERFORMANCE* (1972)Intertemporal Asset Pricing with Heterogeneous Consumers and Without Demand Aggregation (1982)The Valuation of Uncertain Income Streams and the Pricing of Options (2010)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)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (2003)Dynamic Mean-Variance Asset Allocation (2010)MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (2012)Compromise solution by MCDM methods: A comparative analysis of VIKOR and TOPSIS (2003)Intuitionistic Fuzzy Aggregation Operators (2007)A state-of the-art survey of TOPSIS applications (2012)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)An integrated green supplier selection approach with analytic network process and improved Grey relational analysis (2014)Pythagorean fuzzy TODIM approach to multi-criteria decision making (2015)Quantitative models for managing supply chain risks: A review (2015)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? 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References

  • 1965Fuzzy sets67,827 cited
  • 1996Fuzzy sets46,880 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1981Multiple Attribute Decision Making: Methods and Applications8,206 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
  • 2000Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation994 cited
  • 2014My own book review : The Irrational Organization726 cited
  • 1975Multiperiod Consumption-Investment Decisions448 cited
  • 2002A possibilistic approach to selecting portfolios with highest utility score294 cited
  • 1999Heuristic algorithms for the portfolio selection problem with minimum transaction lots272 cited
  • 1999Portfolio selection based on upper and lower exponential possibility distributions250 cited
  • 2007Genetic algorithms for portfolio selection problems with minimum transaction lots243 cited
  • 2006Fuzzy portfolio optimization under downside risk measures225 cited
  • 2008

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Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm
224 cited

Cited by

  • 2016Fuzzy multi-period portfolio selection with different investment horizons98 cited
  • 2016Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels95 cited
  • 2015Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem94 cited
  • 2017Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint82 cited
  • 2016Diversified models for portfolio selection based on uncertain semivariance81 cited
  • 2022Review of Multi-Criteria Decision-Making Methods in Finance Using Explainable Artificial Intelligence76 cited
  • 2017Stock market prediction and Portfolio selection models: a survey68 cited
  • 2017Portfolio selection and risk investment under the hesitant fuzzy environment67 cited
  • 2020Multi-period portfolio optimization using coherent fuzzy numbers in a credibilistic environment66 cited
  • 2018A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria62 cited
  • 2017A fuzzy hybrid integrated framework for portfolio optimization in private banking56 cited
  • 2019Uncertain portfolio optimization problem under a minimax risk measure51 cited
  • 2018A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints49 cited
  • 2018A comprehensive model for fuzzy multi-objective portfolio selection based on DEA cross-efficiency model47 cited
  • 2022Construction of stock portfolios based on k-means clustering of continuous trend features46 cited
  • 2021Multi-period uncertain portfolio optimization model with minimum transaction lots and dynamic risk preference46 cited