A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk-Reference-Cited by-同舟云学术

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A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk

Published:2021-09-22 Issue:23 Volume:25 Page:14809-14828
ISSN:1432-7643
Container-title:Soft Computing
language:en
Short-container-title:Soft Comput

Author:

Deng Xue,Yuan Yongkang

Funder

Humanities and Social Sciences Research and Planning Fund of the Ministry of Education of China

Natural Science Foundation of Guangdong Province

Soft Science Foundation of Ningbo

Guangdong Province Characteristic Innovation Project of Colleges and Universities

Publisher

Springer Science and Business Media LLC

Subject

Geometry and Topology,Theoretical Computer Science,Software

Link

https://link.springer.com/content/pdf/10.1007/s00500-021-06226-x.pdf

Reference39 articles.

1. Aouni B, Colapinto C, La Torre D (2014) Financial Portfolio management through the goal programming model: current state-of-the-art. Eur J Oper Res 234:536–545

2. Brandtner M, Kürsten W, Rischau R (2020) Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures. Eur J Oper Res 285:1114–1126

3. Carlsson C, Fullér R (2001) On Possibilistic mean value and variance of fuzzy numbers. Fuzzy Sets Syst 122:315–326

4. Chen Q, Gerlach H (2013) The two-sided Weibull distribution and forecasting financial tail risk. Int J Forecast 29:527–540

5. Chen ZS, Chin KS, Li Y-L (2016) A framework for triangular fuzzy random multiple-criteria decision making. Int J Fuzzy Syst 18:227–247

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