Purpose – The purpose of this paper is to prove the effectiveness of minimum semi‐absolute deviations (MSAD) method in dynamic portfolio investment. Design/methodology/approach – In financial investment, the classical static portfolio theory of Markowitz type lacks the dynamic adaptability...

Purpose – Owing to the importance of the portfolio problem in modern financial investment fields, the aim of this paper is to rank and choose suitable stocks in stock markets under vague environment. Design/methodology/approach – Many new principles and methods have been introduced to help...

Purpose – The purpose of this paper is to prove the effectiveness of minimum semi-absolute deviations (MSAD) method in dynamic portfolio investment. Design/methodology/approach – In financial investment, the classical static portfolio theory of Markowitz type lacks the dynamic adaptability...

Purpose – Owing to the importance of the portfolio problem in modern financial investment fields, the aim of this paper is to rank and choose suitable stocks in stock markets under vague environment. Design/methodology/approach – Many new principles and methods have been introduced to help...