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ArticleMean-risk model for uncertain portfolio selection

Xiaoxia Huang2010

Article2010

Mean-risk model for uncertain portfolio selection

105 citations·0/0 files stored·Fuzzy Optimization and Decision Making

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Risk and Portfolio Optimization Multi-Criteria Decision Making Fuzzy Systems and Optimization

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References

1965Fuzzy sets 1996Fuzzy sets 1952Portfolio Selection 2009Mean-variance-skewness model for portfolio selection with fuzzy returns 2002A possibilistic approach to selecting portfolios with highest utility score 2005Multi-objective stochastic programming for portfolio selection 2007Genetic algorithms for portfolio selection problems with minimum transaction lots 2008Portfolio selection based on fuzzy cross-entropy

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2014Uncertain portfolio adjusting model using semiabsolute deviation 2011Mean–variance models for portfolio selection subject to experts’ estimations 2012A risk index model for portfolio selection with returns subject to experts’ estimations 2012Fuzzy multi-period portfolio selection optimization models using multiple criteria 2012A risk index model for multi-period uncertain portfolio selection 2017Stock market prediction and Portfolio selection models: a survey

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2010A hybrid approach to asset allocation with simultaneous consideration of suitability and optimalityarticle · 8 shared references 2007A new perspective for optimal portfolio selection with random fuzzy returnsarticle · 7 shared references 2009A review of credibilistic portfolio selectionarticle · 7 shared references 2011Mean–variance models for portfolio selection subject to experts’ estimationsarticle · 6 shared references 2012A risk index model for portfolio selection with returns subject to experts’ estimationsarticle · 6 shared references 2012A risk index model for multi-period uncertain portfolio selectionarticle · 6 shared references

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Year2010

Typearticle

Published2010-11-26

VenueFuzzy Optimization and Decision Making

ISSN-L1568-4539

Languageen

Citations105

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/s10700-010-9094-x

openalex_workW2079998518

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2016Uncertain portfolio selection with background risk

2012Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations