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Mean-risk model for uncertain portfolio selection
12 references·16 citing·39 second hop
Mean-risk model for uncertain portfolio selection (2010)Mean-risk model for uncertain portfolio s…Mean-variance-skewness model for portfolio selection with fuzzy returns (2009)Mean-variance-skewness model …Portfolio selection problems with random fuzzy variable returns (2008)Portfolio selection problems …Portfolio selection based on fuzzy cross-entropy (2008)Portfolio selection based on …Possibilistic mean–variance models and efficient frontiers for portfolio selection problem (2007)Possibilistic mean–variance m…Portfolio selection with a new definition of risk (2007)Portfolio selection with a ne…Genetic algorithms for portfolio selection problems with minimum transaction lots (2007)Genetic algorithms for portfo…Two new models for portfolio selection with stochastic returns taking fuzzy information (2006)Two new models for portfolio …Multi-objective stochastic programming for portfolio selection (2005)Multi-objective stochastic pr…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 SelectionA new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (2021)A new mean-variance-entropy m…A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria (2018)A Novel Hybrid ICA-FA Algorit…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…Stock market prediction and Portfolio selection models: a survey (2017)Stock market prediction and P…Mean-risk model for uncertain portfolio selection with background risk (2017)Mean-risk model for uncertain…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…Uncertain programming models for portfolio selection with uncertain returns (2014)Uncertain programming models …Uncertain portfolio adjusting model using semiabsolute deviation (2014)Uncertain portfolio adjusting…Project selection and scheduling with uncertain net income and investment cost (2014)Project selection and schedul…Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations (2012)Risk index based models for p…Fuzzy multi-period portfolio selection optimization models using multiple criteria (2012)Fuzzy multi-period portfolio …A risk index model for portfolio selection with returns subject to experts’ estimations (2012)A risk index model for portfo…A risk index model for multi-period uncertain portfolio selection (2012)A risk index model for multi-…Mean–variance models for portfolio selection subject to experts’ estimations (2011)Mean–variance models for 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)An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem (2015)Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature (2017)Chance-Constrained Programming (1959)A Simplified Model for Portfolio Analysis (1963)A Monte-Carlo game theoretic approach for Multi-Criteria Decision Making under uncertainty (2011)Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives (2011)Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds (2013)Modern Portfolio Theory and Investment Analysis. 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this work references cited by second hop

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  • 2009Mean-variance-skewness model for portfolio selection with fuzzy returns309 cited
  • 2002A possibilistic approach to selecting portfolios with highest utility score294 cited
  • 2005Multi-objective stochastic programming for portfolio selection274 cited
  • 2007Genetic algorithms for portfolio selection problems with minimum transaction lots243 cited
  • 2008Portfolio selection based on fuzzy cross-entropy140 cited
  • 2007Possibilistic mean–variance models and efficient frontiers for portfolio selection problem140 cited
  • 2006Two new models for portfolio selection with stochastic returns taking fuzzy information132 cited
  • 2008Portfolio selection problems with random fuzzy variable returns115 cited
  • 2007Portfolio selection with a new definition of risk106 cited

Cited by

  • 2014Uncertain portfolio adjusting model using semiabsolute deviation98 cited
  • 2011Mean–variance models for portfolio selection subject to experts’ estimations86 cited
  • 2012A risk index model for portfolio selection with returns subject to experts’ estimations

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82 cited
  • 2012Fuzzy multi-period portfolio selection optimization models using multiple criteria81 cited
  • 2012A risk index model for multi-period uncertain portfolio selection80 cited
  • 2017Stock market prediction and Portfolio selection models: a survey68 cited
  • 2016Uncertain portfolio selection with background risk66 cited
  • 2012Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations63 cited
  • 2021A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification63 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
  • 2017Mean-risk model for uncertain portfolio selection with background risk52 cited
  • 2014Uncertain programming models for portfolio selection with uncertain returns50 cited
  • 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