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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

A multi-period fuzzy portfolio optimization model with minimum transaction lots

Liu, Yong-Jun; Zhang, Wei-Guo - In: European Journal of Operational Research 242 (2015) 3, pp. 933-941

In this paper, we consider a multi-period fuzzy portfolio optimization problem with minimum transaction lots. Based on possibility theory, we formulate a mean-semivariance portfolio selection model with the objectives of maximizing the terminal wealth and minimizing the cumulative risk over the...

Persistent link: https://www.econbiz.de/10011190791

Order acceptance and scheduling problem with outsourcing in seru production system considering lot-spitting

Wang, Lili; Zhang, Zhe; Yin, Yong - In: European journal of industrial engineering : EJIE 16 (2022) 1, pp. 91-116

Persistent link: https://www.econbiz.de/10012694215

Optimal muli-period mean-variance policy under no-shorting constraint

Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 459-468

Persistent link: https://www.econbiz.de/10010356724

Multi-period portfolio optimization under possibility measures

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Persistent link: https://www.econbiz.de/10010259788

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

Multi-period portfolio selection : a practical simulation-based framework

Blay, Kenneth; Ghosh, Anish; Kusiak, Steven; Markowitz, … - In: Journal of investment management : JOIM 18 (2020) 4, pp. 94-129

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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

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

Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set

Ling, Aifan; Sun, Jie; Wang, Meihua - In: European journal of operational research : EJOR 285 (2020) 1, pp. 81-95

Persistent link: https://www.econbiz.de/10012239481

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