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ArticleA hybrid intelligent algorithm for portfolio selection problem with fuzzy returns

Xiang Li2009

OA

Articlebronze2009

A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns

Xiang Li · Yang Zhang · Hau−San Wong · Zhongfeng Qin

74 citations·0/0 files stored·Journal of Computational and Applied Mathematics

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Risk and Portfolio Optimization Optimization and Mathematical Programming Fuzzy Systems and Optimization

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References

1952PORTFOLIO SELECTION*1959Portfolio Selection: Efficient Diversification of Investments 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1993Entropy optimization principles with applications 1984Large-Scale Portfolio Optimization 1997Portfolio selection and skewness: Evidence from international stock markets 2003Simulated annealing for complex portfolio selection problems 2000Portfolio selection based on fuzzy probabilities and possibility distributions

Cited by

2012Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints 2011An expected regret minimization portfolio selection model 2012A Possibilistic Mean-Downside Risk-Skewness Model for Efficient Portfolio Selection 2012Fuzzy portfolio model with different investor risk attitudes 2022A novel approach to incorporate investor’s preference in fuzzy multi-objective portfolio selection problem using credibility measure 2013

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2009A review of credibilistic portfolio selectionarticle · 13 shared references 2007Risk curve and fuzzy portfolio selectionarticle · 12 shared references 2012Expected value multiobjective portfolio rebalancing model with fuzzy parametersarticle · 12 shared references 2010Fuzzy mean–variance–skewness portfolio selection models by interval analysisarticle · 11 shared references 2016Fuzzy multi-period portfolio selection with different investment horizonsarticle · 11 shared references 2017A review of uncertain portfolio selectionarticle · 11 shared references

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Year2009

Typearticle

Published2009-07-17

VenueJournal of Computational and Applied Mathematics

ISSN-L0377-0427

Languageen

Citations74

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.cam.2009.07.019

openalex_workW2010969505

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Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model

2016Modelling and constructing membership function for uncertain portfolio parameters: A credibilistic framework

2023Higher-order moments in portfolio selection problems: A comprehensive literature review