A new perspective for optimal portfolio selection with random fuzzy returns
暂无分享,去创建一个
[1] A. Roy. Safety first and the holding of assetts , 1952 .
[2] A. Roy. SAFETY-FIRST AND HOLDING OF ASSETS , 1952 .
[3] A. Stuart,et al. Portfolio Selection: Efficient Diversification of Investments , 1959 .
[4] John H. Holland,et al. Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control, and Artificial Intelligence , 1992 .
[5] Huibert Kwakernaak,et al. Fuzzy random variables - I. definitions and theorems , 1978, Inf. Sci..
[6] John S. Baras,et al. Chandrasekhar algorithms for linear time varying distributed systems , 1979, Inf. Sci..
[7] Huibert Kwakernaak,et al. Fuzzy random variables--II. Algorithms and examples for the discrete case , 1979, Inf. Sci..
[8] E. Elton. Modern portfolio theory and investment analysis , 1981 .
[9] F. Choobineh,et al. A simple approximation for semivariance , 1986 .
[10] Ghassem A. Homaifar,et al. VARIANCE AND LOWER PARTIAL MOMENT BETAS AS ALTERNATIVE RISK MEASURES IN COST OF CAPITAL ESTIMATION: A DEFENSE OF THE CAPM BETA , 1990 .
[11] S. Venkatesh. Computation and learning in the context of neural network capacity , 1992 .
[12] Harry M. Markowitz,et al. Computation of mean-semivariance efficient sets by the Critical Line Algorithm , 1993, Ann. Oper. Res..
[13] Brian M. Rom,et al. Post-Modern Portfolio Theory Comes of Age , 1993 .
[14] Allan Pinkus,et al. Multilayer Feedforward Networks with a Non-Polynomial Activation Function Can Approximate Any Function , 1991, Neural Networks.
[15] K. V. Chow,et al. ON VARIANCE AND LOWER PARTIAL MOMENT BETAS THE EQUIVALENCE OF SYSTEMATIC RISK MEASURES , 1994 .
[16] Giovanna Castellano,et al. An iterative pruning algorithm for feedforward neural networks , 1997, IEEE Trans. Neural Networks.
[17] Henk Grootveld,et al. Variance vs downside risk: Is there really that much difference? , 1999, Eur. J. Oper. Res..
[18] Peijun Guo,et al. Portfolio selection based on upper and lower exponential possibility distributions , 1999, Eur. J. Oper. Res..
[19] Peijun Guo,et al. Portfolio selection based on fuzzy probabilities and possibility distributions , 2000, Fuzzy Sets Syst..
[20] Jaroslava Hlouskova,et al. The efficient frontier for bounded assets , 2000, Math. Methods Oper. Res..
[21] Kin Keung Lai,et al. A model for portfolio selection with order of expected returns , 2000, Comput. Oper. Res..
[22] María Angeles Gil,et al. Fuzzy random variables , 2001, Inf. Sci..
[23] M. Arenas,et al. A fuzzy goal programming approach to portfolio selection , 2001 .
[24] Yian-Kui Liu,et al. Expected value of fuzzy variable and fuzzy expected value models , 2002, IEEE Trans. Fuzzy Syst..
[25] Christer Carlsson,et al. A Possibilistic Approach to Selecting Portfolios with Highest Utility Score , 2001, Fuzzy Sets Syst..
[26] Liu Yian-Kui,et al. Random fuzzy programming with chance measures defined by fuzzy integrals , 2002 .
[27] Baoding Liu,et al. Random fuzzy dependent-chance programming and its hybrid intelligent algorithm , 2002, Inf. Sci..
[28] Ana Colubi,et al. Simulation of random fuzzy variables: an empirical approach to statistical/probabilistic studies with fuzzy experimental data , 2002, IEEE Trans. Fuzzy Syst..
[29] Yian-Kui Liu,et al. Expected Value Operator of Random Fuzzy Variable, Random Fuzzy Expected Value Models , 2003, Int. J. Uncertain. Fuzziness Knowl. Based Syst..
[30] Baoding Liu. Uncertainty Theory: An Introduction to its Axiomatic Foundations , 2004 .
[31] Wei-Guo Zhang,et al. On admissible efficient portfolio selection problem , 2004, Appl. Math. Comput..
[32] Baoding Liu,et al. Continuity theorems and chance distribution of random fuzzy variables , 2004, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.
[33] Lotfi A. Zadeh,et al. Toward a generalized theory of uncertainty (GTU) - an outline , 2005, GrC.
[34] Wei-Guo Zhang,et al. On admissible efficient portfolio selection policy , 2005, Appl. Math. Comput..
[35] Xiaotie Deng,et al. A minimax portfolio selection strategy with equilibrium , 2005, Eur. J. Oper. Res..
[36] Xiaoxia Huang,et al. Fuzzy chance-constrained portfolio selection , 2006, Appl. Math. Comput..
[37] Baoding Liu,et al. A survey of credibility theory , 2006, Fuzzy Optim. Decis. Mak..
[38] Valerio Lacagnina,et al. A stochastic soft constraints fuzzy model for a portfolio selection problem , 2006, Fuzzy Sets Syst..
[39] Amelia Bilbao-Terol,et al. Fuzzy compromise programming for portfolio selection , 2006, Appl. Math. Comput..
[40] Xiaoxia Huang,et al. Two new models for portfolio selection with stochastic returns taking fuzzy information , 2007, Eur. J. Oper. Res..
[41] Daniela Favaretto,et al. Interfaces with Other Disciplines On the existence of solutions to the quadratic mixed-integer mean – variance portfolio selection problem , 2006 .
[42] Fouad Ben Abdelaziz,et al. Multi-objective stochastic programming for portfolio selection , 2007, Eur. J. Oper. Res..
[43] Weiyin Fei,et al. Optimal consumption and portfolio choice with ambiguity and anticipation , 2007, Inf. Sci..
[44] Yue Qi,et al. Randomly generating portfolio-selection covariance matrices with specified distributional characteristics , 2007, Eur. J. Oper. Res..
[45] Xiaoxia Huang. Portfolio selection with fuzzy returns , 2007, J. Intell. Fuzzy Syst..
[46] Xiaoxia Huang,et al. Risk curve and fuzzy portfolio selection , 2008, Comput. Math. Appl..
[47] Xiaoxia Huang. Expected model for portfolio selection with random fuzzy returns , 2008, Int. J. Gen. Syst..
[48] Xiaoxia Huang,et al. Portfolio selection with a new definition of risk , 2008, Eur. J. Oper. Res..
[49] Baoding Liu,et al. Theory and Practice of Uncertain Programming , 2003, Studies in Fuzziness and Soft Computing.