Pages that link to "Item:Q1582676"

The following pages link to Portfolio selection under independent possibilistic information (Q1582676):

Displaying 50 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• A fuzzy portfolio selection model with background risk (Q299669) (← links)
• Weighted portfolio selection models based on possibility theory (Q376652) (← links)
• Multiobjective expected value model for portfolio selection in fuzzy environment (Q395845) (← links)
• Fuzzy portfolio selection problem with different borrowing and lending rates (Q410338) (← links)
• A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection (Q423150) (← links)
• An expected regret minimization portfolio selection model (Q439531) (← links)
• Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
• An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750) (← links)
• Portfolio selection using \(\lambda\) mean and hybrid entropy (Q635977) (← links)
• A class of chance constrained multi-objective portfolio selection model under fuzzy random environment (Q650216) (← links)
• Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← links)
• A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
• A new risk criterion in fuzzy environment and its application (Q693392) (← links)
• Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
• A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
• Fuzzy portfolio optimization under downside risk measures (Q877972) (← links)
• Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
• Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
• Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming (Q929609) (← links)
• Portfolio adjusting optimization under credibility measures (Q972753) (← links)
• A class of possibilistic portfolio selection model with interval coefficients and its application (Q1001149) (← links)
• Fuzzy portfolio selection using fuzzy analytic hierarchy process (Q1007851) (← links)
• Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
• A dual-interval vertex analysis method and its application to environmental decision making under uncertainty (Q1042506) (← links)
• An estimation model of value-at-risk portfolio under uncertainty (Q1043315) (← links)
• Two-stage fuzzy portfolio selection problem with transaction costs (Q1666305) (← links)
• Risk-controlled multiobjective portfolio selection problem using a principle of compromise (Q1717903) (← links)
• Robust-based interactive portfolio selection problems with an uncertainty set of returns (Q1794340) (← links)
• A possibilistic approach to selecting portfolios with highest utility score (Q1867390) (← links)
• The valuation of European options in uncertain environment (Q1869451) (← links)
• Oblique fuzzy vectors and their use in possibilistic linear programming (Q1874062) (← links)
• Exact and heuristic procedures for solving the fuzzy portfolio selection problem (Q1927253) (← links)
• Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
• Superiority-inferiority modeling coupled minimax-regret analysis for energy management systems (Q1994443) (← links)
• Portfolio theory, information theory and Tsallis statistics (Q2137589) (← links)
• Applying least squares support vector machines to mean-variance portfolio analysis (Q2298419) (← links)
• Possibilistic mean-variance portfolios versus probabilistic ones: the winner is... (Q2331002) (← links)
• Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
• A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
• Possibilistic mean-standard deviation models to portfolio selection for bounded assets (Q2383677) (← links)
• Necessity measure optimization in linear programming problems with fuzzy polytopes (Q2455529) (← links)
• Fuzzy stock selection using a new fuzzy ranking and weighting algorithm (Q2572006) (← links)
• An interval portfolio selection problem based on regret function (Q2572835) (← links)
• Numerical simulations of a portfolio selection model with information cost (Q2731431) (← links)
• UNCERTAINTY PORTFOLIO MODEL IN CROSS CURRENCY MARKETS (Q3070075) (← links)
• Identification of filter management strategy in fluid power systems under uncertainty: an interval-fuzzy parameter integer nonlinear programming method (Q3082687) (← links)
• Welfare effects of information and rationality in portfolio decisions under parameter uncertainty (Q4619541) (← links)
• (Q4999391) (← links)
• Portfolio optimization based on generalized information theoretic measures (Q5096013) (← links)