SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Constrained Fuzzy Hierarchical Analysis for Portfolio Selection Under Higher Moments
16 references·1 citing·33 second hop
Constrained Fuzzy Hierarchical Analysis for Portfolio Selection Under Higher Moments (2011)Constrained Fuzzy Hierarchical Analysis f…The Analytic Hierarchy Process (2011)The Analytic Hierarchy ProcessAnalytic Hierarchy Process (AHP) in Group Decision Making and its Optimization With an Allocation of Information Granularity (2011)Analytic Hierarchy Process (A…Mean-variance-skewness model for portfolio selection with fuzzy returns (2009)Mean-variance-skewness model …The revised method of ranking fuzzy numbers with an area between the centroid and original points (2007)The revised method of ranking…Optimal Portfolio Allocation under Higher Moments (2006)Optimal Portfolio Allocation …On the centroids of fuzzy numbers (2005)On the centroids of fuzzy num…Analytic hierarchy process: An overview of applications (2004)Analytic hierarchy process: A…On consistency and ranking of alternatives in fuzzy AHP (2000)On consistency and ranking of…Fuzzy sets (1996)Fuzzy setsWhen Will Mean-Variance Efficient Portfolios be Well Diversified? (1992)When Will Mean-Variance Effic…The Analytic Hierarchy Process (1985)The Analytic Hierarchy ProcessA fuzzy extension of Saaty's priority theory (1983)A fuzzy extension of Saaty's …On The Direction of Preference for Moments of Higher Order Than The Variance (1980)On The Direction of Preferenc…Fuzzy sets (1965)Fuzzy setsPortfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Portfolio Selection (1952)Portfolio SelectionData envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (2018)Data envelopment analysis bas…Fuzzy Sets and Systems - Theory and Applications (1980)Handling multicriteria fuzzy decision-making problems based on vague set theory (1994)Multi‐criteria supplier selection using fuzzy AHP (2003)Global supplier development considering risk factors using fuzzy extended AHP-based approach (2005)SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS* (1976)Theory of Financial Decision Making. (1988)Conditional Skewness in Asset Pricing Tests (2000)Introductory Econometrics for Finance (2008)Multiple Attribute Decision Making: Methods and Applications (1981)Applications of the extent analysis method on fuzzy AHP (1996)On the invalidity of fuzzifying numerical judgments in the Analytic Hierarchy Process (2007)Consensus models for AHP group decision making under row geometric mean prioritization method (2010)Supplier selection using AHP methodology extended by D numbers (2013)A scaling method for priorities in hierarchical structures (1977)The analytic hierarchy process—what it is and how it is used (1987)Review of the main developments in the analytic hierarchy process (2011)A state-of the-art survey of TOPSIS applications (2012)Multiple criteria decision-making techniques and their applications – a review of the literature from 2000 to 2014 (2015)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)Extensions of the TOPSIS for group decision-making under fuzzy environment (2000)An approach for detecting, quantifying, and visualizing the evolution of a research field: A practical application to the Fuzzy Sets Theory field (2010)Science mapping software tools: Review, analysis, and cooperative study among tools (2011)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)Application of the AHP in project management (2001)The Analytic Hierarchy Process—An Exposition (2001)Some issues on consistency of fuzzy preference relations (2003)
this work references cited by second hop

References

  • 1965Fuzzy sets67,827 cited
  • 1996Fuzzy sets46,880 cited
  • 1985The Analytic Hierarchy Process15,357 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1952Portfolio Selection4,609 cited
  • 2004Analytic hierarchy process: An overview of applications3,816 cited
  • 1983A fuzzy extension of Saaty's priority theory3,046 cited
  • 2011The Analytic Hierarchy Process1,328 cited
  • 1980On The Direction of Preference for Moments of Higher Order Than The Variance737 cited
  • 2000On consistency and ranking of alternatives in fuzzy AHP492 cited
  • 2006Optimal Portfolio Allocation under Higher Moments411 cited
  • 1992When Will Mean-Variance Efficient Portfolios be Well Diversified?355 cited
  • 2005On the centroids of fuzzy numbers354 cited
  • 2009Mean-variance-skewness model for portfolio selection with fuzzy returns309 cited
  • 2007The revised method of ranking fuzzy numbers with an area between the centroid and original points274 cited
  • 2011Analytic Hierarchy Process (AHP) in Group Decision Making and its Optimization With an Allocation of Information Granularity

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

274 cited

Cited by

  • 2018Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments44 cited