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Influence Of Membership Function’s Shape On Portfolio Optimization Results
6 references·1 citing·23 second hop
Influence Of Membership Function’s Shape On Portfolio Optimization Results (2016)Influence Of Membership Function’s Shape …Portfolio Analysis : From Probabilistic to Credibilistic and Uncertain Approaches (2010)Portfolio Analysis : From Pro…Value-at-Risk-Based Two-Stage Fuzzy Facility Location Problems (2009)Value-at-Risk-Based Two-Stage…Mean-variance-skewness model for portfolio selection with fuzzy returns (2009)Mean-variance-skewness model …Mean-Entropy Models for Fuzzy Portfolio Selection (2008)Mean-Entropy Models for Fuzzy…Mean-semivariance models for fuzzy portfolio selection (2007)Mean-semivariance models for …Fuzzy chance-constrained portfolio selection (2005)Fuzzy chance-constrained port…Human error identification and risk prioritization in LPG unloading operations (2022)Human error identification an…Portfolio Selection: Efficient Diversification of Investments (1959)Fuzzy sets (1965)Fuzzy sets (1996)Possibilistic mean–variance models and efficient frontiers for portfolio selection problem (2007)Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (2015)Applied Statistical Decision Theory (1962)Fuzzy-Portfolio-Selection Models With Value-at-Risk (2011)A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (2018)Multiobjective Fuzzy Portfolio Performance Evaluation Using Data Envelopment Analysis Under Credibilistic Framework (2020)Portfolio Selection (1952)PORTFOLIO SELECTION* (1952)Fuzzy mean–variance–skewness portfolio selection models by interval analysis (2010)Optimal Multiperiod Mean-Variance Policy Under No-Shorting Constraint (2012)Portfolio selection: a fuzzy-ANP approach (2020)A definition of a nonprobabilistic entropy in the setting of fuzzy sets theory (1972)Fuzzy multi-period portfolio selection with different investment horizons (2016)Forecasting volatility by integrating financial risk with environmental, social, and governance risk (2021)Compromise solution by MCDM methods: A comparative analysis of VIKOR and TOPSIS (2003)Extended VIKOR method in comparison with outranking methods (2006)Portfolio selection based on fuzzy cross-entropy (2008)Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations (2012)Uncertain mean-variance and mean-semivariance models for optimal project selection and scheduling (2015)Uncertain portfolio selection with background risk (2016)
this work references cited by second hop

References

  • 2009Mean-variance-skewness model for portfolio selection with fuzzy returns309 cited
  • 2007Mean-semivariance models for fuzzy portfolio selection252 cited
  • 2005Fuzzy chance-constrained portfolio selection144 cited
  • 2008Mean-Entropy Models for Fuzzy Portfolio Selection129 cited
  • 2009Value-at-Risk-Based Two-Stage Fuzzy Facility Location Problems88 cited
  • 2010Portfolio Analysis : From Probabilistic to Credibilistic and Uncertain Approaches78 cited

Cited by

  • 2022Human error identification and risk prioritization in LPG unloading operations6 cited

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