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Volumn 3930 LNAI, Issue , 2006, Pages 377-386

Fuzzy portfolio selection problems based on credibility theory

Author keywords

[No Author keywords available]

Indexed keywords

GENETIC ALGORITHMS; LEARNING SYSTEMS; MATHEMATICAL MODELS; NUMERICAL METHODS; PROBLEM SOLVING; TRIANGULATION;

EID: 33745798187     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11739685_40     Document Type: Conference Paper
Times cited : (21)

References (18)
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    • A possibilistic approach to selecting portfolios with highest utility score
    • Carlsson, C., Fullér, R., Majlender, P.: A Possibilistic Approach to Selecting Portfolios with Highest Utility Score. Fuzzy Sets Syst. 131 (2002) 13-21
    • (2002) Fuzzy Sets Syst. , vol.131 , pp. 13-21
    • Carlsson, C.1    Fullér, R.2    Majlender, P.3
  • 6
    • 0002117320 scopus 로고    scopus 로고
    • Portfolio selection under independent possibilistic information
    • Inuiguchi, M., Tanino, T.: Portfolio Selection under Independent Possibilistic Information. Fuzzy Sets Syst. 115 (2000) 83-92
    • (2000) Fuzzy Sets Syst. , vol.115 , pp. 83-92
    • Inuiguchi, M.1    Tanino, T.2
  • 7
    • 0000863801 scopus 로고
    • Mean-absolute deviation portfolio optimization model and its application to TOKYO stock market
    • Konno, H., Yamazaki, H.: Mean-Absolute Deviation Portfolio Optimization Model and Its Application to TOKYO Stock Market. Management Science 37 (1991) 519-531
    • (1991) Management Science , vol.37 , pp. 519-531
    • Konno, H.1    Yamazaki, H.2
  • 8
    • 0037118178 scopus 로고    scopus 로고
    • Viability of infeasible portfolio selection problems: A fuzzy approach
    • Léon, T., Liern, V., Vercher, E.: Viability of Infeasible Portfolio Selection Problems: a Fuzzy Approach. European Journal of Operational Research 139 (2002) 178-189
    • (2002) European Journal of Operational Research , vol.139 , pp. 178-189
    • Léon, T.1    Liern, V.2    Vercher, E.3
  • 9
    • 0000804474 scopus 로고    scopus 로고
    • Chance-constrained programming with fuzzy parameters
    • Liu, B., Iwamura, K.: Chance-Constrained Programming with Fuzzy Parameters. Fuzzy Sets Syst. 94 (1998) 227-237
    • (1998) Fuzzy Sets Syst. , vol.94 , pp. 227-237
    • Liu, B.1    Iwamura, K.2
  • 10
    • 0036685786 scopus 로고    scopus 로고
    • Expected value of fuzzy variable and fuzzy expected value models
    • Liu, B., Liu, Y.-K.: Expected Value of Fuzzy Variable and Fuzzy Expected Value Models. IEEE Trans. Fuzzy Syst. 10 (2002) 445-450
    • (2002) IEEE Trans. Fuzzy Syst. , vol.10 , pp. 445-450
    • Liu, B.1    Liu, Y.-K.2
  • 14
    • 0001217228 scopus 로고
    • A simplified model for portfolio analysis
    • Sharp, W. F.: A Simplified Model for Portfolio Analysis. Management Science 9 (1963) 277-293
    • (1963) Management Science , vol.9 , pp. 277-293
    • Sharp, W.F.1
  • 16
    • 0346685676 scopus 로고    scopus 로고
    • Portfolio selection based on fuzzy probabilities and possibility distributions
    • Tanaka, H., Guo, P., Burhan Türksen, I.: Portfolio Selection Based on Fuzzy Probabilities and Possibility Distributions. Fuzzy Sets Syst. 111 (2000) 387-397
    • (2000) Fuzzy Sets Syst. , vol.111 , pp. 387-397
    • Tanaka, H.1    Guo, P.2    Burhan Türksen, I.3
  • 17
    • 0034175985 scopus 로고    scopus 로고
    • A model for portfolio selection with order of expected return
    • Xia, Y., Liu, B., Wang, S., Lai, K. K.: A Model for Portfolio Selection with Order of Expected Return. Computers & Operations Research 27 (2000) 409-422
    • (2000) Computers & Operations Research , vol.27 , pp. 409-422
    • Xia, Y.1    Liu, B.2    Wang, S.3    Lai, K.K.4
  • 18
    • 49349133217 scopus 로고
    • Fuzzy sets as a basis for a theory of possibility
    • Zadeh, L. A. Fuzzy Sets as a Basis for a Theory of Possibility. Fuzzy Sets Syst. 1 (1978) 3-28
    • (1978) Fuzzy Sets Syst. , vol.1 , pp. 3-28
    • Zadeh, L.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.