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A possibilistic approach to selecting portfolios with highest utility score
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A possibilistic approach to selecting portfolios with highest utility score (2002)A possibilistic approach to selecting por…Intransitivity of preferences. (1969)Intransitivity of preferences.Portfolio Selection (1952)Portfolio SelectionFuzzy Portfolio Optimization of Power Generation Assets (2018)Fuzzy Portfolio Optimization …Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature (2017)Portfolio selection problems …A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty (2017)A novel robust fuzzy stochast…Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (2015)Mean-variance model for portf…An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem (2015)An integrated multi-objective…A multi-period fuzzy portfolio optimization model with minimum transaction lots (2014)A multi-period fuzzy portfoli…Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm (2012)Multi-objective portfolio sel…Portfolio selection problems with random fuzzy variable returns (2008)Portfolio selection problems …Multi-objective possibilistic model for portfolio selection with transaction cost (2008)Multi-objective possibilistic…Mean-Entropy Models for Fuzzy Portfolio Selection (2008)Mean-Entropy Models for Fuzzy…Possibilistic mean–variance models and efficient frontiers for portfolio selection problem (2007)Possibilistic mean–variance m…Mean-semivariance models for fuzzy portfolio selection (2007)Mean-semivariance models for …Asset portfolio optimization using fuzzy mathematical programming (2007)Asset portfolio optimization …Two new models for portfolio selection with stochastic returns taking fuzzy information (2006)Two new models for portfolio …Fuzzy portfolio optimization under downside risk measures (2006)Fuzzy portfolio optimization …Fuzzy chance-constrained portfolio selection (2005)Fuzzy chance-constrained port…Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence (1989)Portfolio selection and skewness: Evidence from international stock markets (1997)Portfolio Selection: Efficient Diversification of Investments (1959)Fuzzy sets (1965)Fuzzy sets (1996)The theory of decision making. (1954)Individual Choice Behavior (1962)Formative assessment and the design of instructional systems (1989)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)the delphi method: techniques and applications (1975)Decision Making in a Fuzzy Environment (2007)Fuzzy portfolio selection using fuzzy analytic hierarchy process (2008)Portfolio selection based on fuzzy cross-entropy (2008)A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (2012)Portfolio Selection: Efficient Diversification of Investments. (1962)Theory of Financial Decision Making. (1988)Stock market prediction using Hidden Markov Models (2012)PORTFOLIO SELECTION* (1952)Fuzzy mean–variance–skewness portfolio selection models by interval analysis (2010)Robust Convex Optimization (1998)The Price of Robustness (2004)Green supply‐chain management: A state‐of‐the‐art literature review (2007)A fuzzy pricing model for a green competitive closed-loop supply chain network design in the presence of disruptions (2018)A fuzzy-stochastic multi-objective model for sustainable planning of a closed-loop supply chain considering mixed uncertainty and network flexibility (2020)A multi-objective fuzzy robust stochastic model for designing a sustainable-resilient-responsive supply chain network (2021)A two-phase possibilistic linear programming methodology for multi-objective supplier evaluation and order allocation problems (2007)Prediction-Based Portfolio Optimization Models Using Deep Neural Networks (2020)Adaptive online portfolio selection with transaction costs (2021)A novel prediction based portfolio optimization model using deep learning (2023)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)
this work references cited by second hop

References

  • 1952Portfolio Selection4,609 cited
  • 1969Intransitivity of preferences.2,195 cited

Cited by

  • 2007Mean-semivariance models for fuzzy portfolio selection252 cited
  • 2006Fuzzy portfolio optimization under downside risk measures225 cited
  • 2007Asset portfolio optimization using fuzzy mathematical programming193 cited
  • 2005Fuzzy chance-constrained portfolio selection144 cited
  • 2007Possibilistic mean–variance models and efficient frontiers for portfolio selection problem140 cited
  • 2017A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty134 cited
  • 2006Two new models for portfolio selection with stochastic returns taking fuzzy information132 cited
  • 2017Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature130 cited
  • 2008Mean-Entropy Models for Fuzzy Portfolio Selection129 cited
  • 2015Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns127 cited
  • 2008Multi-objective possibilistic model for portfolio selection with transaction cost122 cited
  • 2008Portfolio selection problems with random fuzzy variable returns115 cited

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2018
Fuzzy Portfolio Optimization of Power Generation Assets
113 cited
  • 2015An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem109 cited
  • 2014A multi-period fuzzy portfolio optimization model with minimum transaction lots106 cited
  • 2012Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm105 cited