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A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
16 references·0 citing·41 second hop
A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (2010)A risk tolerance model for portfolio adju…Portfolio selection under possibilistic mean–variance utility and a SMO algorithm (2008)Portfolio selection under pos…Possibilistic mean–variance models and efficient frontiers for portfolio selection problem (2007)Possibilistic mean–variance m…A novel portfolio selection model in a hybrid uncertain environment (2007)A novel portfolio selection m…On admissible efficient portfolio selection policy (2005)On admissible efficient portf…An interval portfolio selection problem based on regret function (2004)An interval portfolio selecti…On admissible efficient portfolio selection problem (2003)On admissible efficient portf…Viability of infeasible portfolio selection problems: A fuzzy approach (2002)Viability of infeasible portf…A possibilistic approach to selecting portfolios with highest utility score (2002)A possibilistic approach to s…A class of linear interval programming problems and its application to portfolio selection (2002)A class of linear interval pr…The efficient frontier for bounded assets (2000)The efficient frontier for bo…Portfolio selection under independent possibilistic information (2000)Portfolio selection under ind…THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (1996)THE MEAN-VARIANCE APPROACH TO…The Measurement and Control of Trading Costs (1990)The Measurement and Control o…The efficient set mathematics when mean-variance problems are subject to general linear constraints (1990)The efficient set mathematics…The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (1970)The Fundamental Approximation…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Does the Stock Market Overreact? (1985)Multi-objective possibilistic model for portfolio selection with transaction cost (2008)Portfolio rebalancing model using multiple criteria (2010)Uncertain portfolio adjusting model using semiabsolute deviation (2014)Portfolio Selection (1952)Intransitivity of preferences. (1969)Fuzzy portfolio optimization under downside risk measures (2006)Asset portfolio optimization using fuzzy mathematical programming (2007)Mean-semivariance models for fuzzy portfolio selection (2007)Fuzzy sets (1965)A two-phase possibilistic linear programming methodology for multi-objective supplier evaluation and order allocation problems (2007)A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty (2017)Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature (2017)Fuzzy Sets and Systems - Theory and Applications (1980)On Fuzzy Portfolio Selection Problems (2002)Fuzzy portfolio selection using fuzzy analytic hierarchy process (2008)A Note on Uncertainty and Indifference Curves (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Systemic Risk and International Portfolio Choice (2004)Optimal Portfolio Allocation under Higher Moments (2006)Portfolio Selection: Efficient Diversification of Investments. (1962)A Simplified Model for Portfolio Analysis (1963)Portfolio selection problems with random fuzzy variable returns (2008)Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm (2012)On the increasing importance of multiple criteria decision aid methods for portfolio selection (2018)PORTFOLIO SELECTION* (1952)Stochastic Network Programming for Financial Planning Problems (1992)Multi-stage stochastic linear programs for portfolio optimization (1993)A model for portfolio selection with order of expected returns (2000)Portfolio rebalancing model with transaction costs based on fuzzy decision theory (2005)A comprehensive review of deterministic models and applications for mean-variance portfolio optimization (2019)Multiobjective Decision Making: Theory and Methodology (1983)Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)An interval-valued intuitionistic fuzzy principal component analysis model-based method for complex multi-attribute large-group decision-making (2015)A new perspective for optimal portfolio selection with random fuzzy returns (2007)Portfolio selection with fuzzy returns (2007)Risk curve and fuzzy portfolio selection (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)
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References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1970The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments731 cited
  • 2002A possibilistic approach to selecting portfolios with highest utility score294 cited
  • 1996THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS192 cited
  • 2000Portfolio selection under independent possibilistic information187 cited
  • 2002A class of linear interval programming problems and its application to portfolio selection161 cited
  • 2007Possibilistic mean–variance models and efficient frontiers for portfolio selection problem140 cited
  • 2002Viability of infeasible portfolio selection problems: A fuzzy approach133 cited
  • 1990The Measurement and Control of Trading Costs132 cited
  • 2000The efficient frontier for bounded assets105 cited
  • 2004An interval portfolio selection problem based on regret function103 cited
  • 1990The efficient set mathematics when mean-variance problems are subject to general linear constraints86 cited
  • 2007A novel portfolio selection model in a hybrid uncertain environment84 cited
  • 2008Portfolio selection under possibilistic mean–variance utility and a SMO algorithm84 cited

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  • 2005On admissible efficient portfolio selection policy75 cited
  • 2003On admissible efficient portfolio selection problem64 cited
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