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Fuzzy portfolio optimization model under real constraints
Liu, Yong-jun; Zhang, Wei-guo - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 704-711
Persistent link: https://www.econbiz.de/10010227896
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Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
Zhang, Wei-guo; Liu, Yong-jun - In: OR spectrum : quantitative approaches in management 36 (2014) 1, pp. 113-132
Persistent link: https://www.econbiz.de/10010251262
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A multi-period fuzzy portfolio optimization model with minimum transaction lots
Liu, Yong-Jun; Zhang, Wei-guo - In: European journal of operational research : EJOR 242 (2015) 3, pp. 933-941
Persistent link: https://www.econbiz.de/10010492358
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A multi-period portfolio selection optimization model by using interval analysis
Liu, Yong-jun; Zhang, Wei-guo; Zhang, Pu - In: Economic modelling 33 (2013), pp. 113-119
Persistent link: https://www.econbiz.de/10010192031
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Fuzzy multi-period portfolio selection model with time-varying loss aversion
Liu, Yong-Jun; Zhang, Wei-guo - In: Journal of the Operational Research Society 72 (2021) 4, pp. 935-949
Persistent link: https://www.econbiz.de/10012501004
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Modelling fundamental analysis in portfolio selection
Zhang, Huazhu; Yan, Cheng - In: Quantitative finance 18 (2018) 8, pp. 1315-1326
Persistent link: https://www.econbiz.de/10011911539
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A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
Cheng, Yan; Wang, Xuancheng - In: European journal of operational research : EJOR 240 (2015) 3, pp. 861-871
Persistent link: https://www.econbiz.de/10010486931