Pages that link to "Item:Q2456498"
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The following pages link to A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498):
Displaying 28 items.
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection (Q423150) (← links)
- Solving multi-period project selection problems with fuzzy goal programming based on TOPSIS and a fuzzy preference relation (Q497650) (← 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)
- Modelling redundancy allocation for a fuzzy random parallel-series system (Q843161) (← links)
- Two new models for portfolio selection with stochastic returns taking fuzzy information (Q869193) (← links)
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory (Q903560) (← links)
- Multi-objective decision making model under fuzzy random environment and its application to inventory problems (Q931091) (← links)
- Fuzzy portfolio selection using fuzzy analytic hierarchy process (Q1007851) (← links)
- A review of credibilistic portfolio selection (Q1037447) (← links)
- A hybrid intelligent algorithm for optimal birandom portfolio selection problems (Q1717876) (← links)
- A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic (Q2167950) (← links)
- A multi-objective decision-making model with fuzzy rough coefficients and its application to the inventory problem (Q2269818) (← links)
- The effect of exit strategy on optimal portfolio selection with birandom returns (Q2375443) (← links)
- Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting (Q2389730) (← links)
- New methods for portfolio selection problem with fuzzy random variable returns (Q2627562) (← links)
- Estimation of flexible fuzzy GARCH models for conditional density estimation (Q2629962) (← links)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
- Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions (Q2790365) (← links)
- MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS (Q3195021) (← links)
- Risk Curve and Bifuzzy Portfolio Selection (Q3655406) (← links)
- (Q4984120) (← links)
- One Type of Optimal Portfolio Selection in Birandom Environments (Q5324672) (← links)
- LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve (Q5877184) (← links)
- Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)
