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Volumn 3521, Issue , 2005, Pages 203-213

Portfolio selection: Possibilistic mean-variance model and possibilistic efficient frontier

Author keywords

[No Author keywords available]

Indexed keywords

EXPERT SYSTEMS; FINANCE; FUZZY SETS; KNOWLEDGE BASED SYSTEMS; MARKETING; MATHEMATICAL MODELS; RISK ASSESSMENT;

EID: 25144497912     PISSN: 03029743     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/11496199_23     Document Type: Conference Paper
Times cited : (18)

References (14)
  • 2
    • 0001412587 scopus 로고
    • Large-scale portfolio optimization
    • A.F. Perold.: Large-scale portfolio optimization. Management Science, 30(1984) 1143-1160
    • (1984) Management Science , vol.30 , pp. 1143-1160
    • Perold, A.F.1
  • 3
    • 84912883773 scopus 로고
    • A new efficient algorithm for a class of portfolio selection problems
    • J.S. Pang.: A new efficient algorithm for a class of portfolio selection problems. Operational Research, 28(1980) 754-767
    • (1980) Operational Research , vol.28 , pp. 754-767
    • Pang, J.S.1
  • 4
    • 0022680798 scopus 로고
    • Portfolio analysis-an analytic derivation of the efficient portfolio frontier
    • J. VÖRÖS.: Portfolio analysis-An analytic derivation of the efficient portfolio frontier. European journal of operational research, 203(1986) 294-300
    • (1986) European Journal of Operational Research , vol.203 , pp. 294-300
    • Vörös, J.1
  • 5
    • 0013129429 scopus 로고    scopus 로고
    • The efficient frontier for bounded assets
    • M.J. Best, J. Hlouskova.: The efficient frontier for bounded assets. Math.Meth.Oper.Res. 52(2000) 195-212
    • (2000) Math.Meth.Oper.Res. , vol.52 , pp. 195-212
    • Best, M.J.1    Hlouskova, J.2
  • 7
    • 0033114964 scopus 로고    scopus 로고
    • Portfolio selection based on upper and lower exponential possibility distributions
    • H. Tanaka, Guo. P.: Portfolio selection based on upper and lower exponential possibility distributions. European Journal of Operational Research, 114(1999) 115-126
    • (1999) European Journal of Operational Research , vol.114 , pp. 115-126
    • Tanaka, H.1    Guo, P.2
  • 8
    • 0346685676 scopus 로고    scopus 로고
    • Portfolio selection based on fuzzy probabilities and possibility distributions
    • H. Tanaka, Guo. P, I.Burhan Türksen.: Portfolio selection based on fuzzy probabilities and possibility distributions. Fuzzy sets and systems, 111(2000) 387-397
    • (2000) Fuzzy Sets and Systems , vol.111 , pp. 387-397
    • Tanaka, H.1    Guo, P.2    Türksen, I.B.3
  • 10
    • 0038476165 scopus 로고    scopus 로고
    • On weighted possibilistic mean and variance of fuzzy numbers
    • R. Fullér, P. Majlender.: On weighted possibilistic mean and variance of fuzzy numbers. Fuzzy Sets and Systems, 136 (2003) 363-374
    • (2003) Fuzzy Sets and Systems , vol.136 , pp. 363-374
    • Fullér, R.1    Majlender, P.2
  • 11
    • 5644265152 scopus 로고    scopus 로고
    • On admissible efficient portfolio selection problem
    • W.G. Zhang, Z.K. Nie.: On admissible efficient portfolio selection problem. Applied Mathematics and Compution, 159(2004) 357-371
    • (2004) Applied Mathematics and Compution , vol.159 , pp. 357-371
    • Zhang, W.G.1    Nie, Z.K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.