Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
From MaRDI portal
Publication:903560
DOI10.1016/j.ins.2013.10.016zbMath1329.91122OpenAlexW2071016007MaRDI QIDQ903560
Publication date: 14 January 2016
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2013.10.016
fuzzy numberportfolio selectionpossibilistic meanpossibilistic variancegradually tolerant constraint method
Applications of mathematical programming (90C90) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
Related Items (6)
Dispatching rule evaluation in flexible manufacturing systems by a new fuzzy decision model with possibilistic-statistical uncertainties ⋮ Two-stage fuzzy portfolio selection problem with transaction costs ⋮ Multi-criteria group decision-making for portfolio allocation with consensus reaching process under interval type-2 fuzzy environment ⋮ Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion ⋮ Portfolio selection problems with Markowitz's mean-variance framework: a review of literature ⋮ Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures
Cites Work
- Unnamed Item
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
- Mean-variance-skewness model for portfolio selection with fuzzy returns
- Solving a comprehensive model for multiobjective project portfolio selection
- Solutions for the portfolio selection problem with interval and fuzzy coefficients
- Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- Some new results on value ranges of risks for mean-variance portfolio models
- A new perspective for optimal portfolio selection with random fuzzy returns
- Mean-variance portfolio optimal problem under concave transaction cost
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- An interval portfolio selection problem based on regret function
- A portfolio optimization model with three objectives and discrete variables
- Decision-Making in a Fuzzy Environment
- A fuzzy goal programming approach to portfolio selection
- On possibilistic mean value and variance of fuzzy numbers
This page was built for publication: Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
