A Fuzzy Multi-objective Portfolio Selection Model with Transaction Cost and Liquidity

2015 11th International Conference on Computational Intelligence and Security (CIS) ◽

10.1109/cis.2015.70 ◽

2015 ◽

Author(s):

Wei Yue ◽

Yuping Wang

Keyword(s):

Transaction Cost ◽

Portfolio Selection ◽

Selection Model ◽

Multi Objective ◽

Portfolio Selection Model

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A Fuzzy Multi-Objective Portfolio Selection Model with Piecewise Linear Transaction Costs

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.134.780 ◽

2014 ◽

Vol 134 (6) ◽

pp. 780-787 ◽

Author(s):

You Li ◽

Bo Wang ◽

Junzo Watada

Keyword(s):

Transaction Costs ◽

Portfolio Selection ◽

Piecewise Linear ◽

Selection Model ◽

Multi Objective ◽

Portfolio Selection Model

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Regret theory-based fuzzy multi-objective portfolio selection model involving DEA cross-efficiency and higher moments

Applied Soft Computing ◽

10.1016/j.asoc.2020.106958 ◽

2021 ◽

Vol 100 ◽

pp. 106958

Author(s):

Xiaomin Gong ◽

Changrui Yu ◽

Liangyu Min ◽

Zhipeng Ge

Keyword(s):

Portfolio Selection ◽

Selection Model ◽

Higher Moments ◽

Regret Theory ◽

Multi Objective ◽

Portfolio Selection Model

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Building a fuzzy multi-objective portfolio selection model with distinct risk measurements

2011 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2011) ◽

10.1109/fuzzy.2011.6007314 ◽

2011 ◽

Author(s):

You Li ◽

Bo Wang ◽

Junzo Watada

Keyword(s):

Portfolio Selection ◽

Selection Model ◽

Multi Objective ◽

Risk Measurements ◽

Portfolio Selection Model

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A Multi-Objective Portfolio Selection Model With Fuzzy Value-at-Risk Ratio

IEEE Transactions on Fuzzy Systems ◽

10.1109/tfuzz.2018.2842752 ◽

2018 ◽

Vol 26 (6) ◽

pp. 3673-3687 ◽

Author(s):

Bo Wang ◽

You Li ◽

Shuming Wang ◽

Junzo Watada

Keyword(s):

At Risk ◽

Portfolio Selection ◽

Value At Risk ◽

Selection Model ◽

Multi Objective ◽

Portfolio Selection Model

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Multi-Period and Multi-Objective Uncertain Portfolio Selection Model under Loss Aversion and Its Algorithm

Finance ◽

10.12677/fin.2020.102012 ◽

2020 ◽

Vol 10 (02) ◽

pp. 104-118

Author(s):

超姜

Keyword(s):

Portfolio Selection ◽

Loss Aversion ◽

Selection Model ◽

Multi Objective ◽

Portfolio Selection Model

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A Class of Chance Constrained Multi-objective Portfolio Selection Model Under Fuzzy Random Environment

Journal of Optimization Theory and Applications ◽

10.1007/s10957-011-9852-0 ◽

2011 ◽

Vol 150 (3) ◽

pp. 530-552 ◽

Author(s):

Jiuping Xu ◽

Xiaoyang Zhou ◽

Steven Li

Keyword(s):

Portfolio Selection ◽

Random Environment ◽

Selection Model ◽

Multi Objective ◽

Portfolio Selection Model ◽

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Fuzzy multi-period mean-variance-skewness portfolio selection model with transaction cost

2017 36th Chinese Control Conference (CCC) ◽

10.23919/chicc.2017.8027809 ◽

2017 ◽

Author(s):

Xiaolian Meng ◽

Nanyan Lin

Keyword(s):

Transaction Cost ◽

Portfolio Selection ◽

Selection Model ◽

Portfolio Selection Model ◽

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Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm

Information Sciences ◽

10.1016/j.ins.2012.07.005 ◽

2013 ◽

Vol 220 ◽

pp. 507-521 ◽

Author(s):

Jun Li ◽

Jiuping Xu

Keyword(s):

Genetic Algorithm ◽

Portfolio Selection ◽

Selection Model ◽

Multi Objective ◽

Portfolio Selection Model ◽

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An improved multi-objective particle swarm optimization for constrained portfolio selection model

2014 11th International Conference on Service Systems and Service Management (ICSSSM) ◽

10.1109/icsssm.2014.6874155 ◽

2014 ◽

Author(s):

Jianli Zhou ◽

Jun Li

Keyword(s):

Particle Swarm Optimization ◽

Portfolio Selection ◽

Particle Swarm ◽

Selection Model ◽

Swarm Optimization ◽

Multi Objective ◽

Portfolio Selection Model

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A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2016.08.009 ◽

2017 ◽

Vol 465 ◽

pp. 124-140 ◽

Author(s):

Wei Yue ◽

Yuping Wang

Keyword(s):

Portfolio Selection ◽

Higher Order ◽

Selection Model ◽

Order Moment ◽

Multi Objective ◽

Portfolio Selection Model

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