A fuzzy set approach for a multi-period optimal portfolio selection model

被引：0
|
作者：
机构：
[1] Yu, Xing
来源：
Yu, Xing | 1600年 / Transport and Telecommunication Institute, Lomonosova street 1, Riga, LV-1019, Latvia卷 / 18期
关键词：
Compendex;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Fuzzy sets
引用
收藏
相关论文
共 50 条
  • [21] Multi-Period Portfolio Selection with Transaction Costs
    Yi, Lan
    2010 2ND IEEE INTERNATIONAL CONFERENCE ON INFORMATION AND FINANCIAL ENGINEERING (ICIFE), 2010, : 98 - 103
  • [22] Multi-period portfolio selection with drawdown control
    Peter Nystrup
    Stephen Boyd
    Erik Lindström
    Henrik Madsen
    Annals of Operations Research, 2019, 282 : 245 - 271
  • [23] Fuzzy multi-period portfolio selection optimization models using multiple criteria
    Liu, Yong-Jun
    Zhang, Wei-Guo
    Xu, Wei-Jun
    AUTOMATICA, 2012, 48 (12) : 3042 - 3053
  • [24] A Multi-period Fuzzy Portfolio Optimization Model with Short Selling Constraints
    Yang, Xing-Yu
    Chen, Si-Dou
    Liu, Wei-Long
    Zhang, Yong
    INTERNATIONAL JOURNAL OF FUZZY SYSTEMS, 2022, 24 (06) : 2798 - 2812
  • [25] A multi-period fuzzy portfolio optimization model with investors’ loss aversion
    Xingyu Yang
    Jingui Chen
    Weilong Liu
    Xuejin Zhao
    Soft Computing, 2023, 27 : 18829 - 18842
  • [26] Multi-period fuzzy portfolio optimization model subject to real constraints
    El Kharrim, Moad
    EURO JOURNAL ON DECISION PROCESSES, 2023, 11
  • [27] A multi-period fuzzy portfolio optimization model with investors' loss aversion
    Yang, Xingyu
    Chen, Jingui
    Liu, Weilong
    Zhao, Xuejin
    SOFT COMPUTING, 2023, 27 (24) : 18829 - 18842
  • [28] A multi-period fuzzy portfolio optimization model with minimum transaction lots
    Liu, Yong-Jun
    Zhang, Wei-Guo
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2015, 242 (03) : 933 - 941
  • [29] A Multi-period Fuzzy Portfolio Optimization Model with Short Selling Constraints
    Xing-Yu Yang
    Si-Dou Chen
    Wei-Long Liu
    Yong Zhang
    International Journal of Fuzzy Systems, 2022, 24 : 2798 - 2812
  • [30] Survey on Multi-period Mean-Variance Portfolio Selection Model
    Cui, Xiang-Yu
    Gao, Jian-Jun
    Li, Xun
    Shi, Yun
    JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2022, 10 (03) : 599 - 622
12345