Gradually tolerant constraint method for fuzzy portfolio based on possibility theory

DOI10.1016/j.ins.2013.10.016zbMath1329.91122OpenAlexW2071016007MaRDI QIDQ903560

Xue Deng, Rong-Jun Li

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

zbMATH Keywords

fuzzy numberportfolio selectionpossibilistic meanpossibilistic variancegradually tolerant constraint method

Mathematics Subject Classification ID

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

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