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ArticleOn admissible efficient portfolio selection problem

Weiguo Zhang2003

Article2003

On admissible efficient portfolio selection problem

Weiguo Zhang · Zan-Kan Nie

64 citations·0/0 files stored·Applied Mathematics and Computation

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Risk and Portfolio Optimization Stochastic processes and financial applications Optimization and Mathematical Programming

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References

1959Portfolio Selection: Efficient Diversification of Investments 1952Portfolio Selection 1982Modern Portfolio Theory and Investment Analysis.1972Portfolio Theory and Capital Markets.1972An Analytic Derivation of the Efficient Portfolio Frontier 1984Large-Scale Portfolio Optimization 2000Portfolio selection based on fuzzy probabilities and possibility distributions 2000A model for portfolio selection with order of expected returns

Cited by

2018A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria 2012Expected value multiobjective portfolio rebalancing model with fuzzy parameters 2012Fuzzy portfolio model with different investor risk attitudes 2009A review of credibilistic portfolio selection 2007Possibilistic mean–standard deviation models to portfolio selection for bounded assets 2012A fuzzy multi-objective approach for sustainable investments

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2005On admissible efficient portfolio selection policyarticle · 12 shared references 2007Possibilistic mean–standard deviation models to portfolio selection for bounded assetsarticle · 9 shared references 2007Possibilistic mean–variance models and efficient frontiers for portfolio selection problemarticle · 7 shared references 2012Fuzzy portfolio model with different investor risk attitudesarticle · 7 shared references 2010The admissible portfolio selection problem with transaction costs and an improved PSO algorithmarticle · 7 shared references 2007A new perspective for optimal portfolio selection with random fuzzy returnsarticle · 6 shared references

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Year2003

Typearticle

Published2003-12-13

VenueApplied Mathematics and Computation

ISSN-L0096-3003

Languageen

Citations64

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ShelfRisk and Portfolio Optimization

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doi10.1016/j.amc.2003.10.019

openalex_workW3000565563

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2010The admissible portfolio selection problem with transaction costs and an improved PSO algorithm

2008Mean-variance models for portfolio selection with fuzzy random returns