메뉴 건너뛰기




Volumn , Issue , 2008, Pages

Portfolio selection problem in fuzzy random decision systems

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION ALGORITHMS; APPROXIMATION THEORY; CLUSTER ANALYSIS; CONVERGENCE OF NUMERICAL METHODS; NUMERICAL METHODS; POLYNOMIAL APPROXIMATION; RANDOM PROCESSES; RANDOM VARIABLES; SIGNAL FILTERING AND PREDICTION;

EID: 52449109188     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICICIC.2008.423     Document Type: Conference Paper
Times cited : (5)

References (17)
  • 1
    • 84985848167 scopus 로고
    • Chance constrained programming approach to empirical analysis of mutual fund investment strategies
    • P.L. Brockettand A. Charnes. Chance constrained programming approach to empirical analysis of mutual fund investment strategies. Decision Sciences, 23:385-408, 1992.
    • (1992) Decision Sciences , vol.23 , pp. 385-408
    • Brockettand, P.L.1    Charnes, A.2
  • 2
    • 33745798187 scopus 로고    scopus 로고
    • Y. Chen and Y.-K. Liu. Fuzzy portfolio selection problems based on credibility theory. Lecture Notes Artif. Intell., 3930:377-386, 2006.
    • Y. Chen and Y.-K. Liu. Fuzzy portfolio selection problems based on credibility theory. Lecture Notes Artif. Intell., 3930:377-386, 2006.
  • 3
    • 27544437862 scopus 로고    scopus 로고
    • An application of swarm optimization to nonlinear programming
    • Y. Dong and J. Tang. An application of swarm optimization to nonlinear programming. Compt. Math. Appl., 49:1655-1666, 2005.
    • (2005) Compt. Math. Appl , vol.49 , pp. 1655-1666
    • Dong, Y.1    Tang, J.2
  • 4
    • 33947655944 scopus 로고    scopus 로고
    • A hybrid particle swarm optimization with a feasibility-based rule for constrained optimization
    • Q. He and L. Wang. A hybrid particle swarm optimization with a feasibility-based rule for constrained optimization. Appl. Math. Comput., 186:1407-1422, 2007.
    • (2007) Appl. Math. Comput , vol.186 , pp. 1407-1422
    • He, Q.1    Wang, L.2
  • 5
    • 33744968926 scopus 로고    scopus 로고
    • Fuzzy chance-constrained portfolio selection
    • X. Huang. Fuzzy chance-constrained portfolio selection. Appl. Math. Comput., 177:500-507, 2006.
    • (2006) Appl. Math. Comput , vol.177 , pp. 500-507
    • Huang, X.1
  • 6
    • 35348984412 scopus 로고    scopus 로고
    • Portfolio selection with a new definition of risk
    • X. Huang. Portfolio selection with a new definition of risk. European Journal of Operational Research, 186:351-357, 2008.
    • (2008) European Journal of Operational Research , vol.186 , pp. 351-357
    • Huang, X.1
  • 10
    • 33645812547 scopus 로고    scopus 로고
    • Convergent results about the use of fuzzy simulation in fuzzy optimization problems
    • Y.-K. Liu. Convergent results about the use of fuzzy simulation in fuzzy optimization problems. IEEE Trans. Fuzzy Syst., 14:295-304, 2006.
    • (2006) IEEE Trans. Fuzzy Syst , vol.14 , pp. 295-304
    • Liu, Y.-K.1
  • 11
    • 37249005846 scopus 로고    scopus 로고
    • The approximation method for two-stage fuzzy random programming with recourse
    • Y.-K. Liu. The approximation method for two-stage fuzzy random programming with recourse. IEEE Trans. Fuzzy Syst., 15(6): 1197-1208, 2007.
    • (2007) IEEE Trans. Fuzzy Syst , vol.15 , Issue.6 , pp. 1197-1208
    • Liu, Y.-K.1
  • 12
    • 85150404037 scopus 로고    scopus 로고
    • Y.-K. Liu and J. Gao. The independence of fuzzy variables with applications to fuzzy random optimization. Int. J. Uncertainty Fuzziness Knowl.-Based Syst., 15:1-20, 2007.
    • Y.-K. Liu and J. Gao. The independence of fuzzy variables with applications to fuzzy random optimization. Int. J. Uncertainty Fuzziness Knowl.-Based Syst., 15:1-20, 2007.
  • 13
    • 13244252508 scopus 로고    scopus 로고
    • Fuzzy random programming with equilibrium chance constraints
    • Y.-K. Liu and B. Liu. Fuzzy random programming with equilibrium chance constraints. Inform. Sci., 170:363-395, 2005.
    • (2005) Inform. Sci , vol.170 , pp. 363-395
    • Liu, Y.-K.1    Liu, B.2
  • 14
  • 16
    • 46749112873 scopus 로고    scopus 로고
    • Granular computing-the emerging paradigm
    • W. Pedrycz. Granular computing-the emerging paradigm. Journal of Uncertain Systems, 1(1):38-61, 2007.
    • (2007) Journal of Uncertain Systems , vol.1 , Issue.1 , pp. 38-61
    • Pedrycz, W.1
  • 17
    • 0031628164 scopus 로고    scopus 로고
    • Maximizing the probability of achieving investment goals
    • J. O. Williams. Maximizing the probability of achieving investment goals. Journal of Portfolio Management, 24:77-81, 1997.
    • (1997) Journal of Portfolio Management , vol.24 , pp. 77-81
    • Williams, J.O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.