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ArticleA risk index model for portfolio selection with returns subject to experts’ estimations

Xiaoxia Huang2012

Article2012

A risk index model for portfolio selection with returns subject to experts’ estimations

82 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

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 2007Mean-semivariance models for fuzzy portfolio selection 1999Portfolio selection based on upper and lower exponential possibility distributions 2007Genetic algorithms for portfolio selection problems with minimum transaction lots 2008Portfolio selection based on fuzzy cross-entropy 2007Portfolio selection with a new definition of risk

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2012A risk index model for multi-period uncertain portfolio selection 2016Uncertain portfolio selection with background risk 2012Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations 2018A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria 2014Project selection and scheduling with uncertain net income and investment cost

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2017A review of uncertain portfolio selectionarticle · 8 shared references 2012A risk index model for multi-period uncertain portfolio selectionarticle · 7 shared references 2009A hybrid intelligent algorithm for portfolio selection problem with fuzzy returnsarticle · 7 shared references 2017Mean-risk model for uncertain portfolio selection with background riskarticle · 7 shared references 2010Mean-risk model for uncertain portfolio selectionarticle · 6 shared references 2011Mean–variance models for portfolio selection subject to experts’ estimationsarticle · 6 shared references

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Year2012

Typearticle

Published2012-03-24

VenueFuzzy Optimization and Decision Making

ISSN-L1568-4539

Languageen

Citations82

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/s10700-012-9125-x

openalex_workW2091979547

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2017

Mean-risk model for uncertain portfolio selection with background risk

2018A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints

2018Uncertain portfolio selection with mental accounts and realistic constraints