Two-stage fuzzy portfolio selection problem with transaction costs
From MaRDI portal
Publication:1666305
DOI10.1155/2015/675157zbMath1395.91397OpenAlexW2107440531WikidataQ59119397 ScholiaQ59119397MaRDI QIDQ1666305
Publication date: 27 August 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2015/675157
Related Items (2)
A parametric Sharpe ratio optimization approach for fuzzy portfolio selection problem ⋮ Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion
Cites Work
- A fuzzy portfolio selection model with background risk
- Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
- Portfolio selection based on fuzzy cross-entropy
- Default reasoning and possibility theory
- Fuzzy sets as a basis for a theory of possibility
- Multi-stage stochastic linear programs for portfolio optimization
- Portfolio selection under independent possibilistic information
- Portfolio selection based on distance between fuzzy variables
- Uncertainty theory. An introduction to its axiomatic foundations.
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs
- Robust multiperiod portfolio management in the presence of transaction costs
- Fuzzy compromise programming for portfolio selection
- Optimal multi-period mean-variance policy under no-shorting constraint
- Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
- Fuzzy sets
This page was built for publication: Two-stage fuzzy portfolio selection problem with transaction costs
