Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
type: Item
instance of: scholarly article
title: Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
zbMATH Open document ID: 1396.91697
author: Mukesh Kumar Mehlawat
published in: Information Sciences
publication date: 2018-09-07T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C70
zbMATH DE Number: 6933848
zbMATH Keywords: fuzzy multi-period portfolio selection
zbMATH Keywords: credibility theory
zbMATH Keywords: fuzzy entropy
zbMATH Keywords: fuzzy mathematical programming
zbMATH Keywords: multi-choice goal programming
MaRDI profile type: Publication
full work available at URL: j.ins.2016.01.042
OpenAlex ID: W2266148845
cites work: Fuzzy turnover rate chance constraints portfolio model
cites work: Robust multiperiod portfolio management in the presence of transaction costs
cites work: Fuzzy mean-variance-skewness portfolio selection models by interval analysis
cites work: Revised multi-choice goal programming
cites work: Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and cVaR-based risk control
cites work: Dynamic portfolio optimization under multi-factor model in stochastic markets
cites work: Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
cites work: A definition of a nonprobabilistic entropy in the setting of fuzzy sets theory
cites work: Portfolio optimization in a regime-switching market with derivatives
cites work: A stochastic programming approach for multi-period portfolio optimization
cites work: Asset portfolio optimization using fuzzy mathematical programming
cites work: Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
cites work: Fuzzy portfolio optimization. Advances in hybrid multi-criteria methodologies
cites work: Minimax mean-variance models for fuzzy portfolio selection
cites work: Optimal dynamic portfolio selection: multiperiod mean-variance formulation
cites work: An expected regret minimization portfolio selection model
cites work: Uncertainty theory. An introduction to its axiomatic foundations.
cites work: Fuzzy portfolio optimization model under real constraints
cites work: Fuzzy multi-period portfolio selection optimization models using multiple criteria
cites work: A multi-period fuzzy portfolio optimization model with minimum transaction lots
cites work: A goal programming approach for a multi-objective multi-choice assignment problem
cites work: Multi-period mean-variance portfolio selection with fixed and proportional transaction costs
cites work: Multi-period optimization portfolio with bankruptcy control in stochastic market
cites work: Diversified portfolios with different entropy measures
cites work: Fuzzy sets
cites work: Fuzzy sets as a basis for a theory of possibility
cites work: Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
cites work: A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
cites work: A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
cites work: Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
cites work: Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
DOI: 10.1016/J.INS.2016.01.042
description: scientific article; zbMATH DE number 6933848