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Viability of infeasible portfolio selection problems: A fuzzy approach · Study

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ArticleViability of infeasible portfolio selection problems: A fuzzy approach

Teresa León2002

Article2002

Viability of infeasible portfolio selection problems: A fuzzy approach

Teresa León · Vicente Liern · Enriqueta Vercher

133 citations·0/0 files stored·European Journal of Operational Research

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Risk and Portfolio Optimization Optimization and Mathematical Programming Fuzzy Systems and Optimization

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References

1959Portfolio Selection: Efficient Diversification of Investments 1962Portfolio Selection: Efficient Diversification of Investments.1963A Simplified Model for Portfolio Analysis 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market 1972Portfolio Theory and Capital Markets.1999Portfolio selection based on upper and lower exponential possibility distributions 2001Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints

Cited by

2008Portfolio selection problems with random fuzzy variable returns 2012Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm 2018On the increasing importance of multiple criteria decision aid methods for portfolio selection 2011A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection 2011Fuzzy Portfolio Optimization of Onshore Wind Power Plants 2008Portfolio selection under possibilistic mean–variance utility and a SMO algorithm

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Year2002

Typearticle

Published2002-05-01

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations133

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/s0377-2217(01)00175-8

openalex_workW2080658183

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2012Fuzzy multi-period portfolio selection optimization models using multiple criteria

2014Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints