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A risk index model for multi-period uncertain portfolio selection
16 references·9 citing·36 second hop
A risk index model for multi-period uncertain portfolio selection (2012)A risk index model for multi-period uncer…Selection of Socially Responsible Portfolios using Goal Programming and fuzzy technology (2011)Selection of Socially Respons…Mean–variance models for portfolio selection subject to experts’ estimations (2011)Mean–variance models for port…Mean-risk model for uncertain portfolio selection (2010)Mean-risk model for uncertain…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 …Multi-period portfolio optimization with linear control policies (2008)Multi-period portfolio optimi…Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm (2008)Markowitz-based portfolio sel…A generalized multi-period mean–variance portfolio optimization with Markov switching parameters (2008)A generalized multi-period me…Possibilistic mean–variance models and efficient frontiers for portfolio selection problem (2007)Possibilistic mean–variance m…Portfolio selection with fuzzy returns (2007)Portfolio selection with fuzz…Mean-semivariance models for fuzzy portfolio selection (2007)Mean-semivariance models for …Asset portfolio optimization using fuzzy mathematical programming (2007)Asset portfolio optimization …A possibilistic approach to selecting portfolios with highest utility score (2002)A possibilistic approach to s…Fuzzy sets (1996)Fuzzy setsFuzzy sets (1965)Fuzzy setsPORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Multi-period uncertain portfolio optimization model with minimum transaction lots and dynamic risk preference (2021)Multi-period uncertain portfo…Multi-period portfolio optimization using coherent fuzzy numbers in a credibilistic environment (2020)Multi-period portfolio optimi…A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria (2018)A Novel Hybrid ICA-FA Algorit…A Multi-Objective Portfolio Selection Model With Fuzzy Value-at-Risk Ratio (2018)A Multi-Objective Portfolio S…Stock market prediction and Portfolio selection models: a survey (2017)Stock market prediction and P…A review of uncertain portfolio selection (2017)A review of uncertain portfol…Uncertain portfolio selection with background risk (2016)Uncertain portfolio selection…Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty (2016)Multi-period portfolio select…Project selection and scheduling with uncertain net income and investment cost (2014)Project selection and schedul…Modern Portfolio Theory and Investment Analysis. 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  • 1952PORTFOLIO SELECTION*13,480 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
  • 2008Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm224 cited
  • 2007Asset portfolio optimization using fuzzy mathematical programming193 cited
  • 2008Multi-period portfolio optimization with linear control policies151 cited
  • 2008Portfolio selection based on fuzzy cross-entropy140 cited
  • 2007Possibilistic mean–variance models and efficient frontiers for portfolio selection problem140 cited
  • 2008A generalized multi-period mean–variance portfolio optimization with Markov switching parameters125 cited
  • 2010Mean-risk model for uncertain portfolio selection105 cited
  • 2007Portfolio selection with fuzzy returns97 cited
  • 2011Selection of Socially Responsible Portfolios using Goal Programming and fuzzy technology

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87 cited
  • 2011Mean–variance models for portfolio selection subject to experts’ estimations86 cited
  • Cited by

    • 2017Stock market prediction and Portfolio selection models: a survey68 cited
    • 2020Multi-period portfolio optimization using coherent fuzzy numbers in a credibilistic environment66 cited
    • 2016Uncertain portfolio selection with background risk66 cited
    • 2018A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria62 cited
    • 2014Project selection and scheduling with uncertain net income and investment cost54 cited
    • 2016Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty54 cited
    • 2018A Multi-Objective Portfolio Selection Model With Fuzzy Value-at-Risk Ratio48 cited
    • 2021Multi-period uncertain portfolio optimization model with minimum transaction lots and dynamic risk preference46 cited
    • 2017A review of uncertain portfolio selection42 cited