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ArticleAn expected regret minimization portfolio selection model

Xiang Li2011

Article2011

An expected regret minimization portfolio selection model

Xiang Li · Biying Shou · Zhongfeng Qin

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

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Risk and Portfolio Optimization Multi-Criteria Decision Making Fuzzy Systems and Optimization

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References

1982Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty 1982Regret in Decision Making under Uncertainty 1989Handbooks in operations research and management science 2009Mean-variance-skewness model for portfolio selection with fuzzy returns 2002A possibilistic approach to selecting portfolios with highest utility score 2007Mean-semivariance models for fuzzy portfolio selection 1999Portfolio selection based on upper and lower exponential possibility distributions 2000Portfolio selection under independent possibilistic information

Cited by

2012Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations 2016Mean-Semi-Entropy Models of Fuzzy Portfolio Selection 2020Multiobjective Fuzzy Portfolio Performance Evaluation Using Data Envelopment Analysis Under Credibilistic Framework 2012Fuzzy portfolio model with different investor risk attitudes 2013Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model

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Year2011

Typearticle

Published2011-11-17

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations71

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.ejor.2011.11.015

openalex_workW2008518239

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