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

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References

2009Mean-variance-skewness model for portfolio selection with fuzzy returns309 cited
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1999Portfolio selection based on upper and lower exponential possibility distributions250 cited
2007Genetic algorithms for portfolio selection problems with minimum transaction lots243 cited
2008Portfolio selection based on fuzzy cross-entropy140 cited
2007Portfolio selection with a new definition of risk106 cited
2010Mean-risk model for uncertain portfolio selection105 cited
2007Portfolio selection with fuzzy returns97 cited
2011Mean–variance models for portfolio selection subject to experts’ estimations86 cited

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2016Uncertain portfolio selection with background risk66 cited
2012Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations63 cited
2018A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria

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2014Project selection and scheduling with uncertain net income and investment cost54 cited

2017Mean-risk model for uncertain portfolio selection with background risk52 cited

2018A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints49 cited

2018Uncertain portfolio selection with mental accounts and realistic constraints47 cited

2014Mean-chance model for portfolio selection based on uncertain measure46 cited

2019How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk45 cited

2017A review of uncertain portfolio selection42 cited

2018Multi-period mean–semivariance portfolio optimization based on uncertain measure40 cited

2017Cross-entropy based multi-objective uncertain portfolio selection problem34 cited

2015A novel single-period inventory problem with uncertain random demand and its application31 cited