Found 36 Documents (Results 1–36)
Uncertain random mean-variance-skewness models for the portfolio optimization problem. (English) Zbl 1507.91209
Multi-criteria group decision-making for portfolio allocation with consensus reaching process under interval type-2 fuzzy environment. (English) Zbl 1530.91538
Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models. (English) Zbl 1491.91118
MSC:
91G10
Uncertain portfolio selection with borrowing constraint and background risk. (English) Zbl 07349049
MSC:
91G10
A new defuzzification method for solving fuzzy mathematical programming problems. (English) Zbl 1471.90176
MSC:
90C70
Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments. (English) Zbl 1448.91274
A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs. (English) Zbl 1411.91492
An incremental-hybrid-Yager’s entropy model for dynamic portfolio selection with fuzzy variable. (English) Zbl 1422.91660
MSC:
91G10
An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models. (English) Zbl 1358.91095
Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels. (English) Zbl 1396.91697
Portfolio selection models based on cross-entropy of uncertain variables. (English) Zbl 1366.91149
MSC:
91G10
Portfolio selection under higher moments using fuzzy multi-objective linear programming. (English) Zbl 1361.91057
Multi-period cardinality constrained portfolio selection models with interval coefficients. (English) Zbl 1406.91417
MSC:
91G10
Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns. (English) Zbl 1346.91219
Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs. (English) Zbl 1338.91133
Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs. (English) Zbl 1437.91406
A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts. (English) Zbl 1305.91224
Solving multi-period project selection problems with fuzzy goal programming based on TOPSIS and a fuzzy preference relation. (English) Zbl 1321.90159
MSC:
90C70
Expected value multiobjective portfolio rebalancing model with fuzzy parameters. (English) Zbl 1284.91519
Multiobjective expected value model for portfolio selection in fuzzy environment. (English) Zbl 1287.90060
A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs. (English) Zbl 1253.91173
Asset portfolio optimization using support vector machines and real-coded genetic algorithm. (English) Zbl 1254.90083
A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection. (English) Zbl 1238.91142
Fuzzy portfolio selection problem with different borrowing and lending rates. (English) Zbl 1235.91180
Fuzzy mean-variance-skewness portfolio selection models by interval analysis. (English) Zbl 1207.91059
A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns. (English) Zbl 1180.91307
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