Expected model for portfolio selection with random fuzzy returns

DOI10.1080/03081070601176422zbMath1155.91384OpenAlexW2055385756MaRDI QIDQ3603702

Xiaoxia Huang

Publication date: 18 February 2009

Published in: International Journal of General Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03081070601176422

zbMATH Keywords

fuzzy programmingportfolio selectionmean-variance modelrandom fuzzy programmingrandom programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Related Items

MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS ⋮ Weighted portfolio selection models based on possibility theory ⋮ Minimax mean-variance models for fuzzy portfolio selection ⋮ A new perspective for optimal portfolio selection with random fuzzy returns ⋮ A new portfolio selection model with interval-typed random variables and the empirical analysis ⋮ A review of credibilistic portfolio selection

Uses Software

• Genocop

Cites Work

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