This paper is devoted to study the effects arising from imposing a value-at-risk (VaR) constraint in mean-variance portfolio selection problem for an investor who receives a stochastic cash flow which he/she must then invest in a continuous-time financial market. For simplicity, we assume that...

A multicriteria fuzzy decision-making method based on weighted correlation coefficients using entropy weights is proposed under intuitionistic fuzzy environment for some situations where the information about criteria weights for alternatives is completely unknown. To determine the entropy...

This paper is devoted to study the effects arising from imposing a value-at-risk (VaR) constraint in the mean–variance portfolio selection problem for an insurer who receives a stochastic cash flow which he must then invest in a continuous-time financial market. For simplicity, we assume that...

Psychological contracts are more likely to be fulfilled when the parties to the contract develop mutuality (agreement) concerning the expectations and obligations of both parties. This study explores the impact of psychological contract mutuality about career development responsibility and job...