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Portfolio selection based on fuzzy probabilities and possibility distributions
1 references·16 citing·34 second hop
Portfolio selection based on fuzzy probabilities and possibility distributions (2000)Portfolio selection based on fuzzy probab…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Portfolio selection: a fuzzy-ANP approach (2020)Portfolio selection: a fuzzy-…Portfolio formation with preselection using deep learning from long-term financial data (2019)Portfolio formation with pres…Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature (2017)Portfolio selection problems …Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm (2012)Multi-objective portfolio sel…Mean-variance-skewness model for portfolio selection with fuzzy returns (2009)Mean-variance-skewness model …Portfolio selection problems with random fuzzy variable returns (2008)Portfolio selection problems …Mean-Entropy Models for Fuzzy Portfolio Selection (2008)Mean-Entropy Models for Fuzzy…Fuzzy portfolio selection using fuzzy analytic hierarchy process (2008)Fuzzy portfolio selection usi…Possibilistic mean–variance models and efficient frontiers for portfolio selection problem (2007)Possibilistic mean–variance m…Portfolio selection with a new definition of risk (2007)Portfolio selection with a ne…Mean-semivariance models for fuzzy portfolio selection (2007)Mean-semivariance models for …Asset portfolio optimization using fuzzy mathematical programming (2007)Asset portfolio optimization …Two new models for portfolio selection with stochastic returns taking fuzzy information (2006)Two new models for portfolio …Fuzzy portfolio optimization under downside risk measures (2006)Fuzzy portfolio optimization …Fuzzy chance-constrained portfolio selection (2005)Fuzzy chance-constrained port…On Fuzzy Portfolio Selection Problems (2002)On Fuzzy Portfolio Selection …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Fuzzy sets (1965)Fuzzy sets (1996)An interval portfolio selection problem based on regret function (2004)Financial portfolio management through the goal programming model: Current state-of-the-art (2013)Fuzzy Portfolio Optimization of Power Generation Assets (2018)Portfolio Selection (1952)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)the delphi method: techniques and applications (1975)Decision Making in a Fuzzy Environment (2007)Portfolio selection based on fuzzy cross-entropy (2008)A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (2012)Portfolio Selection: Efficient Diversification of Investments. (1962)Theory of Financial Decision Making. (1988)Stock market prediction using Hidden Markov Models (2012)Fuzzy hierarchical analysis (1985)The Analytic Hierarchy Process (1985)Applications of the extent analysis method on fuzzy AHP (1996)A methodology for selecting portfolios of projects with interactions and under uncertainty (2012)MARKET SEGMENT EVALUATION AND SELECTION BASED ON APPLICATION OF FUZZY AHP AND COPRAS-G METHODS (2012)A methodology for project portfolio selection under criteria prioritisation, uncertainty and projects interdependency – combination of fuzzy QFD and DEA (2018)PORTFOLIO SELECTION* (1952)Liquidity Preference as Behavior Towards Risk (1958)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Data Science in Economics: Comprehensive Review of Advanced Machine Learning and Deep Learning Methods (2020)Prediction-Based Portfolio Optimization Models Using Deep Neural Networks (2020)StockNet—GRU based stock index prediction (2022)Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (2015)Fuzzy mean–variance–skewness portfolio selection models by interval analysis (2010)Optimal Multiperiod Mean-Variance Policy Under No-Shorting Constraint (2012)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)
this work references cited by second hop

References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited

Cited by

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  • 2002On Fuzzy Portfolio Selection Problems134 cited
  • 2006Two new models for portfolio selection with stochastic returns taking fuzzy information132 cited
  • 2017Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature130 cited
  • 2008Mean-Entropy Models for Fuzzy Portfolio Selection129 cited
  • 2020Portfolio selection: a fuzzy-ANP approach123 cited
  • 2008Portfolio selection problems with random fuzzy variable returns

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115 cited
  • 2007Portfolio selection with a new definition of risk106 cited
  • 2012Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm105 cited