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~subject:"Portfolio selection"
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Portfolio selection
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European journal of operational research : EJOR
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1
A sequential goal programming model with fuzzy hierarchies to sustainable and responsible portfolio selection problem
Bilbao Terol, Amelia
;
Arenas-Parra, Mar
; …
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
10
,
pp. 1259-1273
Persistent link: https://www.econbiz.de/10011590574
Saved in:
2
A downside risk approach for the portfolio selection problem with fuzzy returns
León, Teresa
;
Liern, Vicente
;
Marco, Paulina
;
Segura, …
- In:
Fuzzy economic review : the review of the International …
9
(
2004
)
1
,
pp. 61-77
Persistent link: https://www.econbiz.de/10002111091
Saved in:
3
Selecting portfolios given multiple Eurostoxx-based uncertainty scenarios : a stochastic goal programming approach from fuzzy betas
Ballestero, Enrique
;
Pérez-Gladish, Blanca
; …
- In:
INFOR : information systems and operational research
47
(
2009
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10003959546
Saved in:
4
A varying domain fuzzy goal programming approach to mutual fund portfolio selection
Sharma, Hari P.
;
Sharma, Dinesh K.
;
Jana, R. K.
- In:
The international journal of finance
22
(
2010
)
2
,
pp. 6394-6412
Persistent link: https://www.econbiz.de/10009378854
Saved in:
5
Portfolio optimization using a combined model of fuzzy network analytic process : an approach based on similarity and genetic algorithm
Jahromi, Mohammad Bahrani
;
Kamalzadeh, Sahar
;
Tajik, Hedayat
- In:
International journal of economics and finance
7
(
2015
)
8
,
pp. 88-102
Persistent link: https://www.econbiz.de/10011345978
Saved in:
6
Fuzzy turnover rate chance constraints portfolio model
Barak, Sasan
;
Abessi, Masoud
;
Modarres, Mohammad
- In:
European journal of operational research : EJOR
228
(
2013
)
1
,
pp. 141-147
Persistent link: https://www.econbiz.de/10009734135
Saved in:
7
Optimizing fuzzy portfolio selection problems by parametric quadratic programming
Wu, Xiao-li
;
Liu, Yan-kui
- In:
Fuzzy optimization and decision making : a journal of …
11
(
2012
)
4
,
pp. 411-449
Persistent link: https://www.econbiz.de/10009704396
Saved in:
8
Multistage decision-making fuzzy methodology for optimal investments based on experts' evaluations
Sirbiladze, Gia
;
Khutsishvili, Irina
;
Ghvaberidze, Bezhan
- In:
European journal of operational research : EJOR
232
(
2014
)
1
,
pp. 169-177
Persistent link: https://www.econbiz.de/10010224720
Saved in:
9
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
Saved in:
10
Robust-based interactive portfolio selection problems with an uncertainty set of returns
Hasuike, Takashi
;
Katagiri, Hideki
- In:
Fuzzy optimization and decision making : a journal of …
12
(
2013
)
3
,
pp. 263-288
Persistent link: https://www.econbiz.de/10010232691
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