Pages that link to "Item:Q693392"
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The following pages link to A new risk criterion in fuzzy environment and its application (Q693392):
Displaying 15 items.
- Risk assessment system of natural hazards: a new approach based on fuzzy probability (Q878977) (← links)
- Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
- Credibilistic loss aversion Nash equilibrium for bimatrix games with triangular fuzzy payoffs (Q1723081) (← links)
- Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion (Q1793803) (← links)
- Semideviations of reduced fuzzy variables: a possibility approach (Q1794446) (← links)
- Studying interconnections between two classes of two-stage fuzzy optimization problems (Q1955461) (← links)
- Credibilistic extensive game with fuzzy payoffs (Q1955473) (← links)
- A parametric Sharpe ratio optimization approach for fuzzy portfolio selection problem (Q1992962) (← links)
- A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (Q2318256) (← links)
- Fuzzy risk adjusted performance measures: application to hedge funds (Q2447426) (← links)
- A new quadratic deviation of fuzzy random variable and its application to portfolio optimization (Q5858195) (← 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)