Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

An interval portfolio selection problem based on regret function

7 references·16 citing·34 second hop

FromToDepth

this work references cited by second hop

References

1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
2000Portfolio selection based on fuzzy probabilities and possibility distributions312 cited
1998Fuzzy Sets in Decision Analysis, Operations Research and Statistics308 cited
2000Portfolio selection under independent possibilistic information187 cited
1985Stochastic Programming: with Multiple Objective Functions185 cited
2002A class of linear interval programming problems and its application to portfolio selection161 cited
2002On Fuzzy Portfolio Selection Problems134 cited

Cited by

2008Portfolio selection under possibilistic mean–variance utility and a SMO algorithm84 cited
2012Fuzzy multi-period portfolio selection optimization models using multiple criteria81 cited
2014Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints76 cited
2013Fuzzy portfolio optimization model under real constraints71 cited
2012A Possibilistic Mean-Downside Risk-Skewness Model for Efficient Portfolio Selection70 cited
2015Multi-stage stochastic mean–semivariance–CVaR portfolio optimization under transaction costs62 cited
2012Fuzzy portfolio model with different investor risk attitudes57 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2014Fuzzy Portfolio Allocation Models Through a New Risk Measure and Fuzzy Sharpe Ratio55 cited

2013A multi-period portfolio selection optimization model by using interval analysis54 cited

2007Possibilistic mean–standard deviation models to portfolio selection for bounded assets53 cited

2011Portfolio adjusting optimization with added assets and transaction costs based on credibility measures47 cited

2010The admissible portfolio selection problem with transaction costs and an improved PSO algorithm47 cited

2021Robust optimization approaches for portfolio selection: a comparative analysis46 cited

2018Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments44 cited

2010A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments42 cited

2021A new approach to the bi-criteria multi-period fuzzy portfolio selection33 cited