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Portfolio selection based on fuzzy cross-entropy
12 references·16 citing·34 second hop
Portfolio selection based on fuzzy cross-entropy (2008)Portfolio selection based on fuzzy cross-…Mean-semivariance models for fuzzy portfolio selection (2007)Mean-semivariance models for …Genetic algorithms for portfolio selection problems with minimum transaction lots (2007)Genetic algorithms for portfo…Asset portfolio optimization using fuzzy mathematical programming (2007)Asset portfolio optimization …Fuzzy portfolio optimization under downside risk measures (2006)Fuzzy portfolio optimization …Simulated annealing for complex portfolio selection problems (2003)Simulated annealing for compl…A model for portfolio selection with order of expected returns (2000)A model for portfolio selecti…Variance vs downside risk: Is there really that much difference? (1999)Variance vs downside risk: Is…Portfolio selection based on upper and lower exponential possibility distributions (1999)Portfolio selection based on …Entropy optimization principles with applications (1993)Entropy optimization principl…Computation of mean-semivariance efficient sets by the Critical Line Algorithm (1993)Computation of mean-semivaria…Large-Scale Portfolio Optimization (1984)Large-Scale Portfolio Optimiz…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…A novel approach to incorporate investor’s preference in fuzzy multi-objective portfolio selection problem using credibility measure (2022)A novel approach to incorpora…Similarity measures of picture fuzzy sets based on entropy and their application in MCDM (2019)Similarity measures of pictur…Mean-Semi-Entropy Models of Fuzzy Portfolio Selection (2016)Mean-Semi-Entropy Models of F…Fuzzy multi-period portfolio selection with different investment horizons (2016)Fuzzy multi-period portfolio …Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (2015)Mean-variance model for portf…Fuzzy turnover rate chance constraints portfolio model (2013)Fuzzy turnover rate chance co…Fuzzy portfolio optimization model under real constraints (2013)Fuzzy portfolio optimization …A novel cross-entropy and entropy measures of IFSs and their applications (2013)A novel cross-entropy and ent…Expected value multiobjective portfolio rebalancing model with fuzzy parameters (2012)Expected value multiobjective…A risk index model for portfolio selection with returns subject to experts’ estimations (2012)A risk index model for portfo…A risk index model for multi-period uncertain portfolio selection (2012)A risk index model for multi-…A Possibilistic Mean-Downside Risk-Skewness Model for Efficient Portfolio Selection (2012)A Possibilistic Mean-Downside…Mean–variance models for portfolio selection subject to experts’ estimations (2011)Mean–variance models for port…An expected regret minimization portfolio selection model (2011)An expected regret minimizati…Mean-risk model for uncertain portfolio selection (2010)Mean-risk model for uncertain…A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (2009)A hybrid intelligent algorith…Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Local Search Techniques for Constrained Portfolio Selection Problems (2002)Mean-Semivariance Optimization: A Heuristic Approach (2007)Mean-semivariance portfolio optimization with multiobjective evolutionary algorithms and technical analysis rules (2017)PORTFOLIO SELECTION* (1952)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)Shortfall as a risk measure: properties, optimization and applications (2003)Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Theory and Capital Markets. (1972)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Portfolio optimization with linear and fixed transaction costs (2006)Theory of Financial Decision Making. 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this work references cited by second hop

References

  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1993Entropy optimization principles with applications493 cited
  • 1984Large-Scale Portfolio Optimization416 cited
  • 2003Simulated annealing for complex portfolio selection problems352 cited
  • 1999Variance vs downside risk: Is there really that much difference?281 cited
  • 2007Mean-semivariance models for fuzzy portfolio selection252 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
  • 1993Computation of mean-semivariance efficient sets by the Critical Line Algorithm201 cited
  • 2007Asset portfolio optimization using fuzzy mathematical programming193 cited
  • 2000A model for portfolio selection with order of expected returns187 cited

Cited by

  • 2015Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns127 cited
  • 2010Mean-risk model for uncertain portfolio selection105 cited
  • 2016Fuzzy multi-period portfolio selection with different investment horizons

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98 cited
  • 2019Similarity measures of picture fuzzy sets based on entropy and their application in MCDM96 cited
  • 2013A novel cross-entropy and entropy measures of IFSs and their applications90 cited
  • 2011Mean–variance models for portfolio selection subject to experts’ estimations86 cited
  • 2012A risk index model for portfolio selection with returns subject to experts’ estimations82 cited
  • 2012A risk index model for multi-period uncertain portfolio selection80 cited
  • 2009A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns74 cited
  • 2011An expected regret minimization portfolio selection model71 cited
  • 2013Fuzzy portfolio optimization model under real constraints71 cited
  • 2012A Possibilistic Mean-Downside Risk-Skewness Model for Efficient Portfolio Selection70 cited
  • 2016Mean-Semi-Entropy Models of Fuzzy Portfolio Selection62 cited
  • 2012Expected value multiobjective portfolio rebalancing model with fuzzy parameters58 cited
  • 2022A novel approach to incorporate investor’s preference in fuzzy multi-objective portfolio selection problem using credibility measure55 cited
  • 2013Fuzzy turnover rate chance constraints portfolio model53 cited