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Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model
16 references·3 citing·27 second hop
Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model (2013)Fuzzy Chance-Constrained Multiobjective P…Mean-variance-skewness model for portfolio selection with fuzzy returns (2009)Mean-variance-skewness model …Mean-Entropy Models for Fuzzy Portfolio Selection (2008)Mean-Entropy Models for Fuzzy…Mean-semivariance models for fuzzy portfolio selection (2007)Mean-semivariance models for …Asset portfolio optimization using fuzzy mathematical programming (2007)Asset portfolio optimization …Portfolio rebalancing model with transaction costs based on fuzzy decision theory (2005)Portfolio rebalancing model w…Fuzzy chance-constrained portfolio selection (2005)Fuzzy chance-constrained port…On Fuzzy Portfolio Selection Problems (2002)On Fuzzy Portfolio Selection …A possibilistic approach to selecting portfolios with highest utility score (2002)A possibilistic approach to s…Portfolio selection under independent possibilistic information (2000)Portfolio selection under ind…Portfolio selection based on upper and lower exponential possibility distributions (1999)Portfolio selection based on …Fuzzy sets (1996)Fuzzy setsFuzzy sets (1965)Fuzzy setsChance-Constrained Programming (1959)Chance-Constrained ProgrammingSafety First and Hedging (1955)Safety First and HedgingSafety First and the Holding of Assets (1952)Safety First and the Holding …Portfolio Selection (1952)Portfolio SelectionA polynomial goal programming approach for intuitionistic fuzzy portfolio optimization using entropy and higher moments (2019)A polynomial goal programming…A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints (2018)A novel hybrid heuristic algo…A Multi-Objective Portfolio Selection Model With Fuzzy Value-at-Risk Ratio (2018)A Multi-Objective Portfolio S…Intransitivity of preferences. (1969)Fuzzy portfolio optimization under downside risk measures (2006)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)Fuzzy mean–variance–skewness portfolio selection models by interval analysis (2010)Optimal Multiperiod Mean-Variance Policy Under No-Shorting Constraint (2012)Portfolio selection: a fuzzy-ANP approach (2020)PORTFOLIO SELECTION* (1952)Portfolio selection based on fuzzy cross-entropy (2008)Behavioral Portfolio Theory (2000)Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)Channel Coordination with a Risk‐Neutral Supplier and a Downside‐Risk‐Averse Retailer (2005)On the Measurement of Poverty (1987)An Engine, Not a Camera (2006)Bank activity and funding strategies: The impact on risk and returns☆ (2010)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)Stochastic Programming (2010)Extensions of the TOPSIS for group decision-making under fuzzy environment (2000)An approach for detecting, quantifying, and visualizing the evolution of a research field: A practical application to the Fuzzy Sets Theory field (2010)Science mapping software tools: Review, analysis, and cooperative study among tools (2011)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)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)
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References

  • 1965Fuzzy sets67,827 cited
  • 1996Fuzzy sets46,880 cited
  • 1952Portfolio Selection4,609 cited
  • 1959Chance-Constrained Programming2,748 cited
  • 1952Safety First and the Holding of Assets2,537 cited
  • 1955Safety First and Hedging341 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
  • 1999Portfolio selection based on upper and lower exponential possibility distributions250 cited
  • 2007Asset portfolio optimization using fuzzy mathematical programming193 cited
  • 2000Portfolio selection under independent possibilistic information187 cited
  • 2005Portfolio rebalancing model with transaction costs based on fuzzy decision theory165 cited
  • 2005Fuzzy chance-constrained portfolio selection144 cited
  • 2002On Fuzzy Portfolio Selection Problems134 cited
  • 2008Mean-Entropy Models for Fuzzy Portfolio Selection129 cited

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Cited by

  • 2018A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints49 cited
  • 2018A Multi-Objective Portfolio Selection Model With Fuzzy Value-at-Risk Ratio48 cited
  • 2019A polynomial goal programming approach for intuitionistic fuzzy portfolio optimization using entropy and higher moments46 cited