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On admissible efficient portfolio selection problem
12 references·12 citing·34 second hop
On admissible efficient portfolio selection problem (2003)On admissible efficient portfolio selecti…The efficient frontier for bounded assets (2000)The efficient frontier for bo…Portfolio selection based on fuzzy probabilities and possibility distributions (2000)Portfolio selection based on …A model for portfolio selection with order of expected returns (2000)A model for portfolio selecti…Portfolio Selection: A Compromise Programming Solution (1996)Portfolio Selection: A Compro…The efficient set mathematics when mean-variance problems are subject to general linear constraints (1990)The efficient set mathematics…Large-Scale Portfolio Optimization (1984)Large-Scale Portfolio Optimiz…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…A New and Efficient Algorithm for a Class of Portfolio Selection Problems (1980)A New and Efficient Algorithm…Portfolio Theory and Capital Markets. (1972)Portfolio Theory and Capital …An Analytic Derivation of the Efficient Portfolio Frontier (1972)An Analytic Derivation of the…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Portfolio Selection (1952)Portfolio SelectionA Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria (2018)A Novel Hybrid ICA-FA Algorit…A review of uncertain portfolio selection (2017)A review of uncertain portfol…Fuzzy portfolio model with different investor risk attitudes (2012)Fuzzy portfolio model with di…Expected value multiobjective portfolio rebalancing model with fuzzy parameters (2012)Expected value multiobjective…A fuzzy multi-objective approach for sustainable investments (2012)A fuzzy multi-objective appro…The admissible portfolio selection problem with transaction costs and an improved PSO algorithm (2010)The admissible portfolio sele…Portfolio adjusting optimization under credibility measures (2010)Portfolio adjusting optimizat…A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (2010)A risk tolerance model for po…A review of credibilistic portfolio selection (2009)A review of credibilistic por…Mean-variance models for portfolio selection with fuzzy random returns (2008)Mean-variance models for port…Possibilistic mean–standard deviation models to portfolio selection for bounded assets (2007)Possibilistic mean–standard d…A class of possibilistic portfolio selection model with interval coefficients and its application (2007)A class of possibilistic port…Portfolio Selection: Efficient Diversification of Investments. (1962)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Simulated annealing for complex portfolio selection problems (2003)Portfolio optimization with linear and fixed transaction costs (2006)A Note on Uncertainty and Indifference Curves (1969)An Intertemporal Capital Asset Pricing Model (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Theory of Financial Decision Making. (1988)A Simplified Model for Portfolio Analysis (1963)SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION (1976)On admissible efficient portfolio selection policy (2005)Portfolio selection under possibilistic mean–variance utility and a SMO algorithm (2008)Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (2017)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)The New Institutionalism: Organizational Factors in Political Life (1983)Random matrix approach to cross correlations in financial data (2002)A new perspective for optimal portfolio selection with random fuzzy returns (2007)Portfolio selection with fuzzy returns (2007)Risk curve and fuzzy portfolio selection (2007)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)Fuzzy portfolio optimization under downside risk measures (2006)Mean-semivariance models for fuzzy portfolio selection (2007)Mean-variance-skewness model for portfolio selection with fuzzy returns (2009)Using genetic algorithm to support portfolio optimization for index fund management (2004)A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (2012)A comprehensive review of deterministic models and applications for mean-variance portfolio optimization (2019)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)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)
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References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
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  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1972Portfolio Theory and Capital Markets.1,221 cited
  • 1972An Analytic Derivation of the Efficient Portfolio Frontier1,039 cited
  • 1984Large-Scale Portfolio Optimization416 cited
  • 2000Portfolio selection based on fuzzy probabilities and possibility distributions312 cited
  • 2000A model for portfolio selection with order of expected returns187 cited
  • 1980A New and Efficient Algorithm for a Class of Portfolio Selection Problems112 cited
  • 2000The efficient frontier for bounded assets105 cited
  • 1996Portfolio Selection: A Compromise Programming Solution103 cited
  • 1990The efficient set mathematics when mean-variance problems are subject to general linear constraints86 cited

Cited by

  • 2018A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria62 cited
  • 2012Expected value multiobjective portfolio rebalancing model with fuzzy parameters58 cited
  • 2012Fuzzy portfolio model with different investor risk attitudes

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57 cited
  • 2009A review of credibilistic portfolio selection54 cited
  • 2007Possibilistic mean–standard deviation models to portfolio selection for bounded assets53 cited
  • 2012A fuzzy multi-objective approach for sustainable investments51 cited
  • 2010The admissible portfolio selection problem with transaction costs and an improved PSO algorithm47 cited
  • 2008Mean-variance models for portfolio selection with fuzzy random returns45 cited
  • 2007A class of possibilistic portfolio selection model with interval coefficients and its application43 cited
  • 2017A review of uncertain portfolio selection42 cited
  • 2010A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments42 cited
  • 2010Portfolio adjusting optimization under credibility measures35 cited