Multiobjective expected value model for portfolio selection in fuzzy environment
type: Item
instance of: scholarly article
title: Multiobjective expected value model for portfolio selection in fuzzy environment
zbMATH Open document ID: 1287.90060
author: Garima Mittal
author: Mukesh Kumar Mehlawat
author: Pankaj Gupta
published in: Optimization Letters
publication date: 2014-01-30T00:00:00Z
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C70
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6252201
zbMATH Keywords: fuzzy portfolio selection
zbMATH Keywords: expected value model
zbMATH Keywords: multiobjective programming
zbMATH Keywords: real-coded genetic algorithm
zbMATH Keywords: fuzzy simulation
MaRDI profile type: Publication
full work available at URL: s11590-012-0521-5
OpenAlex ID: W2001042983
cites work: Fuzzy mean-variance-skewness portfolio selection models by interval analysis
cites work: A possibilistic approach to selecting portfolios with highest utility score
cites work: Q3294638
cites work: Weighted portfolio selection models based on possibility theory
cites work: Portfolio rebalancing model with transaction costs based on fuzzy decision theory
cites work: Variance vs downside risk: Is there really that much difference?
cites work: Asset portfolio optimization using fuzzy mathematical programming
cites work: Asset portfolio optimization using support vector machines and real-coded genetic algorithm
cites work: Portfolio selection problems with random fuzzy variable returns
cites work: Q4079017
cites work: Q5431792
cites work: Mean-semivariance models for fuzzy portfolio selection
cites work: A review of credibilistic portfolio selection
cites work: Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
cites work: Portfolio selection under independent possibilistic information
cites work: A SUFFICIENT AND NECESSARY CONDITION FOR CREDIBILITY MEASURES
cites work: A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
cites work: Mean-variance-skewness model for portfolio selection with fuzzy returns
cites work: Uncertainty theory. An introduction to its axiomatic foundations.
cites work: A survey of credibility theory
cites work: Fuzzy mean-variance portfolio selection problems
cites work: Computation of mean-semivariance efficient sets by the critical line algorithm
cites work: Portfolio selection based on fuzzy cross-entropy
cites work: On fuzzy portfolio selection problems
cites work: An estimation model of value-at-risk portfolio under uncertainty
cites work: Fuzzy sets
cites work: Toward a generalized theory of uncertainty (GTU) -- an outline
cites work: Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
cites work: Portfolio adjusting optimization under credibility measures
DOI: 10.1007/S11590-012-0521-5
description: scientific article; zbMATH DE number 6252201