Pages that link to "Item:Q929900"
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The following pages link to Mean-semivariance models for fuzzy portfolio selection (Q929900):
Displaying 12 items.
- (Q4611012) (← links)
- Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
- (Q4980223) (← links)
- Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions (Q5265619) (← links)
- Portfolio selection models based on Cross-entropy of uncertain variables (Q5275265) (← links)
- Mean–semivariance portfolio selection under probability distortion (Q5410798) (← links)
- The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection (Q5874625) (← links)
- LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve (Q5877184) (← links)
- Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
- Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)
- High Order Absolutely Convergent Fast Sweeping Methods with Multi-resolution WENO Local Solvers for Eikonal and Factored Eikonal Equations (Q6500186) (← links)
- Uncertain portfolio selection with borrowing constraint and background risk (Q6534748) (← links)