Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
type: Item
instance of: scholarly article
title: Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
zbMATH Open document ID: 1329.91122
author: Xue Deng
author: Rongjun Li
published in: Information Sciences
publication date: 2016-01-14T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C70
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 6530386
zbMATH Keywords: fuzzy number
zbMATH Keywords: gradually tolerant constraint method
zbMATH Keywords: portfolio selection
zbMATH Keywords: possibilistic mean
zbMATH Keywords: possibilistic variance
MaRDI profile type: Publication
full work available at URL: j.ins.2013.10.016
OpenAlex ID: W2071016007
cites work: A portfolio optimization model with three objectives and discrete variables
cites work: A fuzzy goal programming approach to portfolio selection
cites work: Fuzzy mean-variance-skewness portfolio selection models by interval analysis
cites work: Decision-Making in a Fuzzy Environment
cites work: Solving a comprehensive model for multiobjective project portfolio selection
cites work: On possibilistic mean value and variance of fuzzy numbers
cites work: Some new results on value ranges of risks for mean-variance portfolio models
cites work: Portfolio rebalancing model with transaction costs based on fuzzy decision theory
cites work: An interval portfolio selection problem based on regret function
cites work: Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
cites work: A new perspective for optimal portfolio selection with random fuzzy returns
cites work: Solutions for the portfolio selection problem with interval and fuzzy coefficients
cites work: Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm
cites work: Mean-variance-skewness model for portfolio selection with fuzzy returns
cites work: Q4001511
cites work: Mean-variance portfolio optimal problem under concave transaction cost
cites work: Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
DOI: 10.1016/J.INS.2013.10.016
Recommended article: Q5426366
Recommended article: A fuzzy portfolio selection method based on possibilistic mean and variance
Recommended article: Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
Recommended article: Fuzzy chance-constrained portfolio selection
Recommended article: A stochastic soft constraints fuzzy model for a portfolio selection problem
Recommended article: A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
Recommended article: Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection
Recommended article: Fuzzy portfolio optimization model under real constraints
Recommended article: Q3023689
Recommended article: Fuzzy portfolio optimization. Theory and methods
description: scientific article; zbMATH DE number 6530386