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An expected regret minimization portfolio selection model
16 references·9 citing·32 second hop
An expected regret minimization portfolio selection model (2011)An expected regret minimization portfolio…Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection (2011)Tight Bounds for Some Risk Me…Fuzzy mean–variance–skewness portfolio selection models by interval analysis (2010)Fuzzy mean–variance–skewness …Portfolio selection under distributional uncertainty: A relative robust CVaR approach (2009)Portfolio selection under dis…Mean-variance-skewness model for portfolio selection with fuzzy returns (2009)Mean-variance-skewness model …Portfolio selection based on fuzzy cross-entropy (2008)Portfolio selection based on …Mean-Entropy Models for Fuzzy Portfolio Selection (2008)Mean-Entropy Models for Fuzzy…Portfolio selection with fuzzy returns (2007)Portfolio selection with fuzz…Mean-semivariance models for fuzzy portfolio selection (2007)Mean-semivariance models for …Fuzzy chance-constrained portfolio selection (2005)Fuzzy chance-constrained port…On Fuzzy Portfolio Selection Problems (2002)On Fuzzy Portfolio Selection …A possibilistic approach to selecting portfolios with highest utility score (2002)A possibilistic approach to s…Portfolio selection under independent possibilistic information (2000)Portfolio selection under ind…Portfolio selection based on upper and lower exponential possibility distributions (1999)Portfolio selection based on …Handbooks in operations research and management science (1989)Handbooks in operations resea…Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty (1982)Regret Theory: An Alternative…Regret in Decision Making under Uncertainty (1982)Regret in Decision Making und…The Role of Anticipated Regret in Farmers’ Land Conversion Decisions (2025)The Role of Anticipated Regre…A relative robust approach on expected returns with bounded CVaR for portfolio selection (2021)A relative robust approach on…Multiobjective Fuzzy Portfolio Performance Evaluation Using Data Envelopment Analysis Under Credibilistic Framework (2020)Multiobjective Fuzzy Portfoli…Mean-Semi-Entropy Models of Fuzzy Portfolio Selection (2016)Mean-Semi-Entropy Models of F…Time-dependent fuzzy random location-scheduling programming for hazardous materials transportation (2015)Time-dependent fuzzy random l…Credibilistic Location-Routing Model for Hazardous Materials Transportation (2014)Credibilistic Location-Routin…Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model (2013)Fuzzy Chance-Constrained Mult…Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations (2012)Risk index based models for p…Fuzzy portfolio model with different investor risk attitudes (2012)Fuzzy portfolio model with di…Modern Portfolio Theory and Investment Analysis. (1982)Large-Scale Portfolio Optimization (1984)Entropy optimization principles with applications (1993)Mean-risk model for uncertain portfolio selection (2010)Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (2015)Fuzzy multi-period portfolio selection with different investment horizons (2016)Portfolio Selection: Efficient Diversification of Investments (1959)Fuzzy sets (1965)Fuzzy sets (1996)Possibilistic mean–variance models and efficient frontiers for portfolio selection problem (2007)Portfolio Selection (1952)Intransitivity of preferences. (1969)Fuzzy portfolio optimization under downside risk measures (2006)Asset portfolio optimization using fuzzy mathematical programming (2007)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Risk as feelings. (2001)Fuzzy Sets and Systems - Theory and Applications (1980)Fuzzy portfolio selection using fuzzy analytic hierarchy process (2008)Portfolio Selection: Efficient Diversification of Investments. (1962)Optimal Multiperiod Mean-Variance Policy Under No-Shorting Constraint (2012)Portfolio selection: a fuzzy-ANP approach (2020)Risk Aversion in the Small and in the Large (1976)Status quo bias in decision making (1988)Theory of games and economic behavior (2019)PORTFOLIO SELECTION* (1952)Closed-Loop Supply Chain Models with Product Remanufacturing (2004)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Perspectives in supply chain risk management (2006)
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References

  • 1982Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty4,041 cited
  • 1982Regret in Decision Making under Uncertainty2,990 cited
  • 1989Handbooks in operations research and management science2,388 cited
  • 2009Mean-variance-skewness model for portfolio selection with fuzzy returns309 cited
  • 2002A possibilistic approach to selecting portfolios with highest utility score294 cited
  • 2007Mean-semivariance models for fuzzy portfolio selection252 cited
  • 1999Portfolio selection based on upper and lower exponential possibility distributions250 cited
  • 2000Portfolio selection under independent possibilistic information187 cited
  • 2005Fuzzy chance-constrained portfolio selection144 cited
  • 2008Portfolio selection based on fuzzy cross-entropy140 cited
  • 2011Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection139 cited
  • 2002On Fuzzy Portfolio Selection Problems134 cited
  • 2008Mean-Entropy Models for Fuzzy Portfolio Selection129 cited
  • 2009Portfolio selection under distributional uncertainty: A relative robust CVaR approach120 cited
  • 2010Fuzzy mean–variance–skewness portfolio selection models by interval analysis

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116 cited
  • 2007Portfolio selection with fuzzy returns97 cited
  • Cited by

    • 2012Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations63 cited
    • 2016Mean-Semi-Entropy Models of Fuzzy Portfolio Selection62 cited
    • 2020Multiobjective Fuzzy Portfolio Performance Evaluation Using Data Envelopment Analysis Under Credibilistic Framework58 cited
    • 2012Fuzzy portfolio model with different investor risk attitudes57 cited
    • 2013Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model52 cited
    • 2015Time-dependent fuzzy random location-scheduling programming for hazardous materials transportation42 cited
    • 2021A relative robust approach on expected returns with bounded CVaR for portfolio selection40 cited
    • 2014Credibilistic Location-Routing Model for Hazardous Materials Transportation26 cited
    • 2025The Role of Anticipated Regret in Farmers’ Land Conversion Decisions2 cited