Multi-period cardinality constrained portfolio selection models with interval coefficients
From MaRDI portal
Publication:512955
DOI10.1007/s10479-016-2117-4zbMath1406.91417OpenAlexW2515946311MaRDI QIDQ512955
Wei-Guo Zhang, Yong-Jun Liu, Jun-Bo Wang
Publication date: 3 March 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-016-2117-4
differential evolution algorithmorder relationinterval coefficientmulti-period portfoliopossibility degree
Related Items (6)
Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion ⋮ Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis ⋮ Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory ⋮ Efficiency evaluation of fuzzy portfolio in different risk measures via DEA ⋮ A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs ⋮ Multi-period mean-semivariance portfolio optimization based on uncertain measure
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier
- An expected regret minimization portfolio selection model
- The mean-absolute deviation portfolio selection problem with interval-valued returns
- Differential evolution in constrained numerical optimization: an empirical study
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
- On fuzzy portfolio selection problems
- Fuzzy portfolio optimization under downside risk measures
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Fuzzy portfolio optimization. Theory and methods
- A class of possibilistic portfolio selection model with interval coefficients and its application
- Fuzzy portfolio selection using fuzzy analytic hierarchy process
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
- Entropy optimization and mathematical programming
- Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
- Portfolio selection problem with interval coefficients
- An efficient constraint handling method for genetic algorithms
- Portfolio selection under independent possibilistic information
- Heuristics for cardinality constrained portfolio optimization
- Viability of infeasible portfolio selection problems: A fuzzy approach
- On interval portfolio selection problem
- Solutions for the portfolio selection problem with interval and fuzzy coefficients
- Population set-based global optimization algorithms: some modifications and numerical studies
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- A nonlinear interval number programming method for uncertain optimization problems
- Asset portfolio optimization using fuzzy mathematical programming
- Fuzzy compromise programming for portfolio selection
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- An interval portfolio selection problem based on regret function
- Multiobjective programming in optimization of the interval objective function
- Fuzzy sets
- A fuzzy goal programming approach to portfolio selection
This page was built for publication: Multi-period cardinality constrained portfolio selection models with interval coefficients
