Pages that link to "Item:Q1019779"

The following pages link to Portfolio selection based on fuzzy cross-entropy (Q1019779):

Displaying 35 items.

• Fuzzy turnover rate chance constraints portfolio model (Q257247) (← links)
• Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614) (← links)
• Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
• Multiobjective expected value model for portfolio selection in fuzzy environment (Q395845) (← links)
• An expected regret minimization portfolio selection model (Q439531) (← links)
• A risk index model for multi-period uncertain portfolio selection (Q456449) (← links)
• A new risk criterion in fuzzy environment and its application (Q693392) (← links)
• Cross-entropy measure of uncertain variables (Q712700) (← links)
• Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
• Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
• Fractional Liu process with application to finance (Q970062) (← links)
• Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405) (← links)
• Two-stage fuzzy portfolio selection problem with transaction costs (Q1666305) (← links)
• Mean-risk model for uncertain portfolio selection with background risk (Q1675937) (← links)
• Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
• Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion (Q1793803) (← links)
• Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model (Q1794832) (← links)
• A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← links)
• Portfolio selection based on fuzzy probabilities and possibility distributions (Q1973351) (← links)
• Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
• Uncertain portfolio selection with background risk and liquidity constraint (Q1993193) (← links)
• Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
• Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) (← links)
• Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
• Mean-risk model for uncertain portfolio selection (Q2514497) (← links)
• A risk index model for uncertain portfolio selection with background risk (Q2668763) (← links)
• Mean-Entropy Model of Uncertain Portfolio Selection Problem (Q3122284) (← links)
• MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS (Q3195021) (← links)
• Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
• Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)
• Review of fuzzy investment research considering modelling environment and element fusion (Q5091883) (← links)
• Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
• Portfolio selection models based on Cross-entropy of uncertain variables (Q5275265) (← links)
• Estimation of fuzzy portfolio efficiency via an improved DEA approach (Q5882404) (← links)