-
1
-
-
49449120642
-
Capital market equilibrium in a mean-lower partial moment framework
-
V. S. Bawa and E. B. Lindenberg, Capital market equilibrium in a mean-lower partial moment framework, Journal of Financial Economics, vol. 5, pp. 189-200, 1977.
-
(1977)
Journal of Financial Economics
, vol.5
, pp. 189-200
-
-
Bawa, V.S.1
Lindenberg, E.B.2
-
2
-
-
32144449929
-
Fuzzy compromise programming for portfolio selection
-
A. Bilbao-Terol, B. Perez-Gladish, M. Arenas-Parra and M. V. Rodriguez-Uria, Fuzzy compromise programming for portfolio selection, Applied Mathematics and Computation, vol. 173, pp. 251-264, 2006.
-
(2006)
Applied Mathematics and Computation
, vol.173
, pp. 251-264
-
-
Bilbao-Terol, A.1
Perez-Gladish, B.2
Arenas-Parra, M.3
Rodriguez-Uria, M.V.4
-
3
-
-
0036779383
-
A possibilistic approach to selecting portfolios with highest utility score
-
C. Carlsson, R. Fuller and P. Majlender, A possibilistic approach to selecting portfolios with highest utility score, Fuzzy Sets and Systems, vol. 131, pp. 12-21, 2002.
-
(2002)
Fuzzy Sets and Systems
, vol.131
, pp. 12-21
-
-
Carlsson, C.1
Fuller, R.2
Majlender, P.3
-
4
-
-
0002053366
-
Possibility data analysis and its application to portfolio sekection problems
-
P. Guo and H. Tanaka, Possibility data analysis and its application to portfolio sekection problems, Fuzzy Economic Rev., vol. 3, pp. 3-23, 1998.
-
(1998)
Fuzzy Economic Rev
, vol.3
, pp. 3-23
-
-
Guo, P.1
Tanaka, H.2
-
5
-
-
33744968926
-
Fuzzy chance-constrained portfolio selection
-
X. Huang, Fuzzy chance-constrained portfolio selection, Applied Mathematics and Computation, vol. 177, pp. 500-5007, 2006.
-
(2006)
Applied Mathematics and Computation
, vol.177
, pp. 500-5007
-
-
Huang, X.1
-
6
-
-
0002117320
-
Portfolio selection under independent possibilistic information
-
M. Inuiguchi and T. Tanino, Portfolio selection under independent possibilistic information, Fuzzy Sets and Systems, vol. 115, pp. 83-92, 2000.
-
(2000)
Fuzzy Sets and Systems
, vol.115
, pp. 83-92
-
-
Inuiguchi, M.1
Tanino, T.2
-
7
-
-
34447092230
-
On fuzzy random linear knapsack problems
-
H. Katagiri, H. Ishii and M. Sakawa, On fuzzy random linear knapsack problems, Central European Journal of Operations Research, vol. 12 no. 1, pp. 59-70, 2004.
-
(2004)
Central European Journal of Operations Research
, vol.12
, Issue.1
, pp. 59-70
-
-
Katagiri, H.1
Ishii, H.2
Sakawa, M.3
-
8
-
-
39049138321
-
A study on fuzzy random portfolio selection problems using possibility and necessity measures
-
H. Katagiri, M. Sakawa and H. Ishii, A study on fuzzy random portfolio selection problems using possibility and necessity measures, Scientiae Mathematicae Japonocae, vol. 65 no. 2, pp. 361-369, 2005.
-
(2005)
Scientiae Mathematicae Japonocae
, vol.65
, Issue.2
, pp. 361-369
-
-
Katagiri, H.1
Sakawa, M.2
Ishii, H.3
-
9
-
-
0000848160
-
Piecewise linear risk functions and portfolio optimization
-
H. Konno, Piecewise linear risk functions and portfolio optimization, Journal of Operations Research Society of Japan, vol. 33, pp. 139-159, 1990.
-
(1990)
Journal of Operations Research Society of Japan
, vol.33
, pp. 139-159
-
-
Konno, H.1
-
10
-
-
21344487416
-
A mean-absolute deviation-skewness portfolio optimization model
-
H. Konno, H. Shirakawa and H. Yamazaki, A mean-absolute deviation-skewness portfolio optimization model, Annals of Operations Research, vol. 45, pp. 205-220, 1993.
-
(1993)
Annals of Operations Research
, vol.45
, pp. 205-220
-
-
Konno, H.1
Shirakawa, H.2
Yamazaki, H.3
-
11
-
-
48249132269
-
Fuzzy constraints linear programming: A genetic algorithm approach
-
F. T. Lin and M. G. Lee, Fuzzy constraints linear programming: A genetic algorithm approach, International Journal of Innovative Computiong, Information and Control, vol. 3, no. 1, pp. 71-83, 2007.
-
(2007)
International Journal of Innovative Computiong, Information and Control
, vol.3
, Issue.1
, pp. 71-83
-
-
Lin, F.T.1
Lee, M.G.2
-
14
-
-
0002062038
-
Optimization of conditional value-at-risk
-
R. T. Rockafellar and S. Uryasev, Optimization of conditional value-at-risk, Journal of Risk, vol. 2, no. 3, pp. 1-21, 2000.
-
(2000)
Journal of Risk
, vol.2
, Issue.3
, pp. 1-21
-
-
Rockafellar, R.T.1
Uryasev, S.2
-
15
-
-
0035271732
-
Markowitz revisited: Mean-variance models in financial portfolio analysis
-
M. C. Steinbach, Markowitz revisited: Mean-variance models in financial portfolio analysis, SIAM Review, vol. 43, no. 1, pp. 31-85, 2001.
-
(2001)
SIAM Review
, vol.43
, Issue.1
, pp. 31-85
-
-
Steinbach, M.C.1
-
16
-
-
0346685676
-
Portfolio selection based on fuzzy probabilities and possibility distributions
-
H. Tanaka, P. Guo and I. B. Turksen, Portfolio selection based on fuzzy probabilities and possibility distributions, Fuzzy Sets and Systems, vol. 111, pp. 387-397, 2000.
-
(2000)
Fuzzy Sets and Systems
, vol.111
, pp. 387-397
-
-
Tanaka, H.1
Guo, P.2
Turksen, I.B.3
-
17
-
-
0001262110
-
Fuzzy portfolio selection and its applications to decision making
-
J. Watada, Fuzzy portfolio selection and its applications to decision making, Tatra Mountains Math. Pub., vol. 13, pp. 219-248, 1997.
-
(1997)
Tatra Mountains Math. Pub
, vol.13
, pp. 219-248
-
-
Watada, J.1
|