A fuzzy control model (FCM) for dynamic portfolio management
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Publication:678950
DOI10.1016/0165-0114(96)84605-7zbMath0867.90012OpenAlexW1999279848MaRDI QIDQ678950
Publication date: 27 April 1997
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-0114(96)84605-7
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Related Items (7)
Decision making for portfolio selection by fuzzy multi criteria linear programming ⋮ Fuzzy multi-period portfolio selection optimization models using multiple criteria ⋮ A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection ⋮ Portfolio rebalancing model with transaction costs based on fuzzy decision theory ⋮ A class of chance constrained multi-objective portfolio selection model under fuzzy random environment ⋮ Fuzzy interval methods in investment risk appraisal. ⋮ A cutting plane algorithm for MV portfolio selection model
Cites Work
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- Solution of optimal control problems with lumped parameters having single or multiple goal objectives in fuzzy environment
- Model predictive control: Theory and practice - a survey
- Fuzzy programming approach to multicriteria decision making transportation problem
- Fuzzy multiple objective programming and compromise programming with Pareto optimum
- Recursive portfolio management: Large-scale evidence from two Scandinavian stock markets
- State estimation schemes for fault detection and diagnosis in dynamic systems
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