Uncertain programming models for portfolio selection with uncertain returns
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Publication:2792187
DOI10.1080/00207721.2013.871366zbMath1335.91073OpenAlexW1975060150MaRDI QIDQ2792187
Bo Zhang, Jin Peng, Shengguo Li
Publication date: 8 March 2016
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2013.871366
Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)
Related Items (13)
Reliability analysis of general systems with bi-uncertain variables ⋮ Uncertain random portfolio selection based on risk curve ⋮ Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory ⋮ Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model ⋮ Mean-risk model for uncertain portfolio selection with background risk and realistic constraints ⋮ Diversified models for portfolio selection based on uncertain semivariance ⋮ Mean-risk-skewness models for portfolio optimization based on uncertain measure ⋮ Multi-period mean-semivariance portfolio optimization based on uncertain measure ⋮ Uncertainty theory as a basis for belief reliability ⋮ Mean-Entropy Model of Uncertain Portfolio Selection Problem ⋮ A risk index to find the optimal uncertain random portfolio ⋮ Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity ⋮ Uncertain portfolio selection with mental accounts
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