Pages that link to "Item:Q422438"

The following pages link to Minimax mean-variance models for fuzzy portfolio selection (Q422438):

Displaying 19 items.

• An expected regret minimization portfolio selection model (Q439531) (← links)
• Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
• A new risk criterion in fuzzy environment and its application (Q693392) (← links)
• Partial divergence measure of uncertain random variables and its application (Q780262) (← links)
• Two new models for portfolio selection with stochastic returns taking fuzzy information (Q869193) (← links)
• Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
• Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
• Mean-variance models for portfolio selection with fuzzy random returns (Q1031991) (← links)
• Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
• Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
• Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
• Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• A new portfolio selection model with interval-typed random variables and the empirical analysis (Q1797766) (← links)
• Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection (Q1979975) (← links)
• A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
• Fuzzy chance-constrained portfolio selection (Q2497828) (← links)
• Fuzzy mean-variance portfolio selection problems (Q2793005) (← links)
• (Q4984120) (← links)