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Multi-period portfolio selection under the coherent fuzzy environment with dynamic risk-tolerance and expected-return levels
16 references·0 citing·37 second hop
Multi-period portfolio selection under the coherent fuzzy environment with dynamic risk-tolerance and expected-return levels (2021)Multi-period portfolio selection under th…Mean–variance portfolio optimization using machine learning-based stock price prediction (2020)Mean–variance portfolio optim…Multi-objective imprecise programming for financial portfolio selection with fuzzy returns (2019)Multi-objective imprecise pro…Multi-period mean–variance fuzzy portfolio optimization model with transaction costs (2017)Multi-period mean–variance fu…A polynomial goal programming model for portfolio optimization based on entropy and higher moments (2017)A polynomial goal programming…Fuzzy multi-period portfolio selection with different investment horizons (2016)Fuzzy multi-period portfolio …Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (2016)Credibilistic mean-entropy mo…Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (2014)Multiperiod mean absolute dev…A multi-period fuzzy portfolio optimization model with minimum transaction lots (2014)A multi-period fuzzy portfoli…Fuzzy multi-period portfolio selection optimization models using multiple criteria (2012)Fuzzy multi-period portfolio …Heuristic algorithms for the cardinality constrained efficient frontier (2011)Heuristic algorithms for the …Dynamic mean–variance portfolio selection with borrowing constraint (2009)Dynamic mean–variance portfol…Multiperiod portfolio optimization models in stochastic markets using the mean–variance approach (2006)Multiperiod portfolio optimiz…Fuzzy sets (1996)Fuzzy setsMean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Fuzzy sets (1965)Fuzzy setsPORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Modern Portfolio Theory and Investment Analysis. (1982)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Heuristics for cardinality constrained portfolio optimisation (2000)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Portfolio Selection (1952)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps (2013)Equilibrium Points of Bimatrix Games (1964)Introduction to Operations Research (1968)Kernel Search: An application to the index tracking problem (2011)A comprehensive review of deterministic models and applications for mean-variance portfolio optimization (2019)Minimax and Biobjective Portfolio Selection Based on Collaborative Neurodynamic Optimization (2020)Safety First and the Holding of Assets (1952)Deep graph convolutional reinforcement learning for financial portfolio management – DeepPocket (2021)Optimization of conditional value-at-risk (2000)Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (2017)A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (2018)A novel project portfolio selection framework towards organizational resilience: Robust Ordinal Priority Approach (2021)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Deep Learning-based Integrated Framework for stock price movement prediction (2022)Forecasting stock market for an efficient portfolio by combining XGBoost and Hilbert–Huang transform (2022)Financial applications of machine learning: A literature review (2023)Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (2015)Extensions of the TOPSIS for group decision-making under fuzzy environment (2000)An approach for detecting, quantifying, and visualizing the evolution of a research field: A practical application to the Fuzzy Sets Theory field (2010)Science mapping software tools: Review, analysis, and cooperative study among tools (2011)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1965Fuzzy sets67,827 cited
  • 1996Fuzzy sets46,880 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 2020Mean–variance portfolio optimization using machine learning-based stock price prediction302 cited
  • 2011Heuristic algorithms for the cardinality constrained efficient frontier195 cited
  • 2006Multiperiod portfolio optimization models in stochastic markets using the mean–variance approach131 cited
  • 2009Dynamic mean–variance portfolio selection with borrowing constraint111 cited
  • 2014A multi-period fuzzy portfolio optimization model with minimum transaction lots106 cited
  • 2016Fuzzy multi-period portfolio selection with different investment horizons98 cited
  • 2016Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels95 cited
  • 2017Multi-period mean–variance fuzzy portfolio optimization model with transaction costs88 cited
  • 2017A polynomial goal programming model for portfolio optimization based on entropy and higher moments85 cited
  • 2012Fuzzy multi-period portfolio selection optimization models using multiple criteria81 cited
  • 2019

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Multi-objective imprecise programming for financial portfolio selection with fuzzy returns
79 cited
  • 2014Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints76 cited
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