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Portfolio selection using λ mean and hybrid entropy
16 references·0 citing·42 second hop
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References

  • 1952Portfolio Selection4,609 cited
  • 1952Safety First and the Holding of Assets2,537 cited
  • 1983Multiobjective Decision Making: Theory and Methodology2,377 cited
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  • 2000Portfolio selection based on fuzzy probabilities and possibility distributions312 cited
  • 2005Multi-objective stochastic programming for portfolio selection274 cited
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  • 2008Supplier selection in a fuzzy group setting: A method using grey related analysis and Dempster–Shafer theory142 cited
  • 2007Performance evaluation: An integrated method using data envelopment analysis and fuzzy preference relations137 cited
  • 2004A measure of risk and a decision-making model based on expected utility and entropy129 cited
  • 2007Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach98 cited
  • 2007Risk curve and fuzzy portfolio selection92 cited
  • 2008Portfolio optimization of equity mutual funds with fuzzy return rates and risks90 cited
  • 2005Fuzzy stock selection using a new fuzzy ranking and weighting algorithm

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  • 2008A comparison of stochastic dominance and stochastic DEA for vendor evaluation74 cited
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