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Credibilistic programming : an introduction to models and applications

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Fuzzy multi-period portfolio selection with different investment horizons

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Portfolio selection problems with Markowitz's mean-variance framework : a review of literature

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Interval portfolio selection models within the framework of uncertainty theory

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On product of positive L-R fuzzy numbers and its application to multi-period portfolio selection problems

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Mean-variance-skewness model for portfolio selction with fuzzy returns

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Portfolio selection with parameter uncertainty under maxmin mean-variance criterion

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Credibilistic programming : an introduction to models and applications

Li, Xiang - 2013

It provides fuzzy programming approach to solve real-life decision problems in fuzzy environment. Within the framework of credibility theory, it provides a self-contained, comprehensive and up-to-date presentation of fuzzy programming models, algorithms and applications in portfolio analysis.

Persistent link: https://www.econbiz.de/10014021790