Fuzzy bi-objective linear programming for portfolio selection problem with magnitude ranking function

Mapping Intimacies ◽

10.1063/1.4980948 ◽

2017 ◽

Author(s):

Rosita Kusumawati ◽

Retno Subekti

Keyword(s):

Linear Programming ◽

Portfolio Selection ◽

Ranking Function ◽

Selection Problem ◽

Portfolio Selection Problem

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Possibilistic linear programming: a brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem

Fuzzy Sets and Systems ◽

10.1016/s0165-0114(98)00449-7 ◽

2000 ◽

Vol 111 (1) ◽

pp. 3-28 ◽

Author(s):

Masahiro Inuiguchi ◽

Jaroslav Ramı́k

Keyword(s):

Linear Programming ◽

Mathematical Programming ◽

Stochastic Programming ◽

Portfolio Selection ◽

Selection Problem ◽

Fuzzy Mathematical Programming ◽

Portfolio Selection Problem ◽

Possibilistic Linear Programming

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A Linear Programming Model of Fuzzy Portfolio Selection Problem

2007 IEEE International Conference on Control and Automation ◽

10.1109/icca.2007.4376935 ◽

2007 ◽

Author(s):

Yuping Lan ◽

Xuanli Lv ◽

Weiguo Zhang

Keyword(s):

Linear Programming ◽

Portfolio Selection ◽

Programming Model ◽

Selection Problem ◽

Linear Programming Model ◽

Portfolio Selection Problem ◽

Fuzzy Portfolio Selection

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A Linear Programming Formulation of the General Portfolio Selection Problem

Journal of Financial and Quantitative Analysis ◽

10.2307/2329828 ◽

1973 ◽

Vol 8 (4) ◽

pp. 621 ◽

Author(s):

Bernell K. Stone

Keyword(s):

Linear Programming ◽

Portfolio Selection ◽

Selection Problem ◽

Programming Formulation ◽

Portfolio Selection Problem ◽

Linear Programming Formulation

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A DOWNSIDE RISK APPROACH FOR THE PORTFOLIO SELECTION PROBLEM WITH FUZZY RETURNS

FUZZY ECONOMIC REVIEW ◽

10.25102/fer.2004.01.04 ◽

2004 ◽

Vol 09 (01) ◽

Author(s):

Teresa León ◽

Vicente Liern ◽

Paulina Marco ◽

Enriqueta Vercher ◽

José Vicente Segura

Keyword(s):

Portfolio Selection ◽

Downside Risk ◽

Selection Problem ◽

Portfolio Selection Problem ◽

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Cooperative Search Using Agents for Cardinality Constrained Portfolio Selection Problem

IEEE Transactions on Systems Man and Cybernetics Part C (Applications and Reviews) ◽

10.1109/tsmcc.2012.2197388 ◽

2012 ◽

Vol 42 (6) ◽

pp. 1510-1518 ◽

Author(s):

Ritesh Kumar ◽

Subir Bhattacharya

Keyword(s):

Portfolio Selection ◽

Selection Problem ◽

Cooperative Search ◽

Portfolio Selection Problem

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A new particle swarm optimisation based on MATLAB for portfolio selection problem

International Journal of Modelling Identification and Control ◽

10.1504/ijmic.2010.032380 ◽

2010 ◽

Vol 9 (1/2) ◽

pp. 206 ◽

Author(s):

Jianwei Gao ◽

Zhonghua Chu

Keyword(s):

Portfolio Selection ◽

Particle Swarm ◽

Particle Swarm Optimisation ◽

Selection Problem ◽

Portfolio Selection Problem

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The mean-absolute deviation portfolio selection problem with interval-valued returns

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2011.03.008 ◽

2011 ◽

Vol 235 (14) ◽

pp. 4149-4157 ◽

Author(s):

Shiang-Tai Liu

Keyword(s):

Portfolio Selection ◽

Selection Problem ◽

Mean Absolute Deviation ◽

Absolute Deviation ◽

Portfolio Selection Problem ◽

The Mean ◽

Interval Valued

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Bicriteria Exploratory Mean-Variance Portfolio Selection Problem in Continuous Time

10.1109/ccdc52312.2021.9602795 ◽

2021 ◽

Author(s):

Heng Zhang

Keyword(s):

Portfolio Selection ◽

Continuous Time ◽

Selection Problem ◽

Portfolio Selection Problem ◽

Mean Variance Portfolio ◽

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An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem

Applied Soft Computing ◽

10.1016/j.asoc.2015.09.018 ◽

2016 ◽

Vol 38 ◽

pp. 1-9 ◽

Author(s):

Zahra Mashayekhi ◽

Hashem Omrani

Keyword(s):

Portfolio Selection ◽

Selection Problem ◽

Portfolio Selection Problem ◽

Multi Objective

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Experton approach to vague information in portfolio selection problem with many views

Proceedings of the 2019 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology (EUSFLAT 2019) ◽

10.2991/eusflat-19.2019.22 ◽

2019 ◽

Author(s):

Aleksandra Rutkowska ◽

Marcin Bartkowiak

Keyword(s):

Portfolio Selection ◽

Selection Problem ◽

Portfolio Selection Problem

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