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Volumn 10, Issue 5, 2004, Pages 389-400

Solutions for the portfolio selection problem with interval and fuzzy coefficients

Author keywords

[No Author keywords available]

Indexed keywords

DECISION MAKING; LINEAR PROGRAMMING; MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBLEM SOLVING; QUADRATIC PROGRAMMING; STOCHASTIC PROGRAMMING; UNCERTAIN SYSTEMS;

EID: 3042839165     PISSN: 13853139     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:REOM.0000032120.83979.d4     Document Type: Article
Times cited : (35)

References (15)
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  • 2
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    • Interval multiobjective programming and mobile robot path planning
    • IOS Press
    • Ida, M.: Interval Multiobjective Programming and Mobile Robot Path Planning, in: New Frontier in Computational Intelligence and Its Applications, IOS Press, 2000, pp. 313-322.
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    • Ida, M.1
  • 3
    • 3042760688 scopus 로고
    • Optimality on possibilistic linear programming with normal possibility distribution coefficient
    • Ida, M.: Optimality on Possibilistic Linear Programming with Normal Possibility Distribution Coefficient, Japanese Journal of Fuzzy Theory and Systems 7 (1995), pp. 349-360.
    • (1995) Japanese Journal of Fuzzy Theory and Systems , vol.7 , pp. 349-360
    • Ida, M.1
  • 4
    • 84867992536 scopus 로고    scopus 로고
    • Portfolio selection problem with interval coefficients
    • Ida, M.: Portfolio Selection Problem with Interval Coefficients, Applied Mathematics Letters 16 (2003), pp. 709-713.
    • (2003) Applied Mathematics Letters , vol.16 , pp. 709-713
    • Ida, M.1
  • 5
    • 0033281365 scopus 로고    scopus 로고
    • Possibility degree and sensitivity analysis in possibilistic multiobjective linear programming problems
    • Ida, M.: Possibility Degree and Sensitivity Analysis in Possibilistic Multiobjective Linear Programming Problems, in: Proc. of the 8th IEEE International Conference on Fuzzy Systems 1, 1999, pp. 22-27.
    • (1999) Proc. of the 8th IEEE International Conference on Fuzzy Systems , vol.1 , pp. 22-27
    • Ida, M.1
  • 6
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    • Robust efficient basis of interval multiple criteria and multiple constraint level linear programming
    • Springer
    • Ida, M.: Robust Efficient Basis of Interval Multiple Criteria and Multiple Constraint Level Linear Programming, in: Multi-Objective Programming and Goal Programming: Theory and Application, Springer, 2003, pp. 165-170.
    • (2003) Multi-objective Programming and Goal Programming: Theory and Application , pp. 165-170
    • Ida, M.1
  • 7
    • 3042760657 scopus 로고
    • Discrimination methods of efficient solutions for multiobjective linear programming problems with interval coefficients
    • Ida, M. and Katai, O.: Discrimination Methods of Efficient Solutions for Multiobjective Linear Programming Problems with Interval Coefficients, Trans. of the Soc. of Instrument and Control Engineers Japan 29 (1993), pp. 1247-1249.
    • (1993) Trans. of the Soc. of Instrument and Control Engineers Japan , vol.29 , pp. 1247-1249
    • Ida, M.1    Katai, O.2
  • 8
    • 0001862777 scopus 로고    scopus 로고
    • Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
    • Inuiguchi, M. and Ramik, J.: Possibilistic Linear Programming: A Brief Review of Fuzzy Mathematical Programming and a Comparison with Stochastic Programming in Portfolio Selection Problem, Fuzzy Sets and Systems 115 (2000), pp. 3-28.
    • (2000) Fuzzy Sets and Systems , vol.115 , pp. 3-28
    • Inuiguchi, M.1    Ramik, J.2
  • 9
    • 0000576860 scopus 로고    scopus 로고
    • Possible and necessary efficiency in possibilistic multiobjective linear programming problems and possible efficiency test
    • Inuiguchi, M. and Sakawa, M.: Possible and Necessary Efficiency in Possibilistic Multiobjective Linear Programming Problems and Possible Efficiency Test, Fuzzy Sets and Systems 78 (1996), pp. 231-241.
    • (1996) Fuzzy Sets and Systems , vol.78 , pp. 231-241
    • Inuiguchi, M.1    Sakawa, M.2
  • 10
    • 0002117320 scopus 로고    scopus 로고
    • Portfolio selection under independent possibilistic information
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    • (2000) Fuzzy Sets and Systems , vol.115 , pp. 82-89
    • Inuiguchi, M.1    Tanino, T.2
  • 11
    • 0013365631 scopus 로고
    • Analysis of structure in fuzzy linear programs
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  • 13
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    • Convex programming with set-inclusive constraints and applications to inexact linear programming
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  • 14
    • 0035271732 scopus 로고    scopus 로고
    • Markowitz revised: Mean-variance models in financial portfolio analysis
    • Steinbach, M. C.: Markowitz Revised: Mean-Variance Models in Financial Portfolio Analysis, SIAM Review 43 (1) (2001), pp. 31-85.
    • (2001) SIAM Review , vol.43 , Issue.1 , pp. 31-85
    • Steinbach, M.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.