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Modelling and constructing membership function for uncertain portfolio parameters: A credibilistic framework
16 references·4 citing·34 second hop
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  • 2005Fuzzy chance-constrained portfolio selection144 cited

Cited by

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  • 2023Higher-order moments in portfolio selection problems: A comprehensive literature review41 cited
  • 2019A CREDIBILISTIC MEAN-SEMIVARIANCE-PER PORTFOLIO SELECTION MODEL FOR LATIN AMERICA37 cited
  • 2020Stock returns prediction using kernel adaptive filtering within a stock market interdependence approach35 cited
  • 2017Fuzzy logic-based portfolio selection with particle filtering and anomaly detection34 cited