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Fuzzy Decision Theory Based Metaheuristic Portfolio Optimization and Active Rebalancing Using Interval Type-2 Fuzzy Sets
9 references·0 citing·37 second hop
Fuzzy Decision Theory Based Metaheuristic Portfolio Optimization and Active Rebalancing Using Interval Type-2 Fuzzy Sets (2016)Fuzzy Decision Theory Based Metaheuristic…Evolutionary Optimization of Constrained $k$-Means Clustered Assets for Diversification in Small Portfolios (2009)Evolutionary Optimization of …Toward Maximum Diversification (2008)Toward Maximum DiversificationFuzzy Portfolio Optimization: Theory and Methods (2008)Fuzzy Portfolio Optimization:…Fuzzy Portfolio Optimization (2008)Fuzzy Portfolio OptimizationThe Volatility Effect (2007)The Volatility EffectOptions, Futures and Other Derivatives (2003)Options, Futures and Other De…PORTFOLIO SELECTION USING FUZZY DECISION THEORY (1998)PORTFOLIO SELECTION USING FUZ…Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)Some Models for Estimating Te…Fuzzy sets (1965)Fuzzy setsRisk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)The Cross‐Section of Volatility and Expected Returns (2006)Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly (2010)In Defense of Optimization: The Fallacy of 1/ N (2010)Speculative Betas (2016)The Measurement of Productive Efficiency (1957)Measuring the efficiency of decision making units (1978)Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods (2015)Portfolio optimization based on network topology (2018)A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Optimization Methods in Finance (2006)Risk-Based Asset Allocation: A New Answer to anOld Question? (2011)Properties of the most diversified portfolio (2013)John Maynard Keynes (1975)Fuzzy sets (1996)A class of possibilistic portfolio selection model with interval coefficients and its application (2007)Decision Making in a Fuzzy Environment (2007)Fuzzy portfolio model with different investor risk attitudes (2012)A multi-period portfolio selection optimization model by using interval analysis (2013)Arbitrage Theory in Continuous Time (1998)Facts and Fantasies about Commodity Futures (2006)A critical review on supply chain risk – Definition, measure and modeling (2014)A Procedure for Ranking Efficient Units in Data Envelopment Analysis (1993)A slacks-based measure of efficiency in data envelopment analysis (2001)A slacks-based measure of super-efficiency in data envelopment analysis (2002)Nonparametric Correspondence Analysis of Global Risk Management Techniques (2012)Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model (2013)Strategic Portfolio Optimization Using Simulated, Digital, and Quantum Annealing (2022)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)Comparative issues in large-scale mean–variance efficient frontier computation (2010)Man versus math: Behaviorist exploration of post-crisis non-banking asset management (2012)
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References

  • 1965Fuzzy sets67,827 cited
  • 1984Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis16,773 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 2008Toward Maximum Diversification527 cited
  • 2007The Volatility Effect359 cited
  • 2009Evolutionary Optimization of Constrained $k$-Means Clustered Assets for Diversification in Small Portfolios81 cited
  • 2008Fuzzy Portfolio Optimization70 cited
  • 1998PORTFOLIO SELECTION USING FUZZY DECISION THEORY58 cited
  • 2008Fuzzy Portfolio Optimization: Theory and Methods47 cited

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