SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Fuzzy chance-constrained portfolio selection · Study

ArticleShelves

ArticleFuzzy chance-constrained portfolio selection

Xiaoxia Huang2005

Article2005

Fuzzy chance-constrained portfolio selection

144 citations·0/0 files stored·Applied Mathematics and Computation

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 144 citations exist upstream.

References

1965Fuzzy sets 1996Fuzzy sets 1959Portfolio Selection: Efficient Diversification of Investments 1952Portfolio Selection 1959Chance-Constrained Programming 1963A Simplified Model for Portfolio Analysis 1972An Analytic Derivation of the Efficient Portfolio Frontier 2016Two-Moment Decision Models and Expected Utility Maximization

Cited by

2007Possibilistic mean–variance models and efficient frontiers for portfolio selection problem 2008Mean-Entropy Models for Fuzzy Portfolio Selection 2015Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns 2020Portfolio selection: a fuzzy-ANP approach 2010Fuzzy mean–variance–skewness portfolio selection models by interval analysis 2007Portfolio selection with a new definition of risk 2012

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2007Possibilistic mean–variance models and efficient frontiers for portfolio selection problemarticle · 8 shared references 2017Portfolio selection problems with Markowitz’s mean–variance framework: a review of literaturearticle · 7 shared references 2007A new perspective for optimal portfolio selection with random fuzzy returnsarticle · 7 shared references 2007Portfolio selection with fuzzy returnsarticle · 7 shared references 2012Fuzzy portfolio model with different investor risk attitudesarticle · 7 shared references 2007Possibilistic mean–standard deviation models to portfolio selection for bounded assetsarticle · 7 shared references

Details

Year2005

Typearticle

Published2005-12-22

VenueApplied Mathematics and Computation

ISSN-L0096-3003

Languageen

Citations144

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1016/j.amc.2005.11.027

openalex_workW2019820322

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm

2007A new perspective for optimal portfolio selection with random fuzzy returns