Possibilistic mean–variance models and efficient frontiers for portfolio selection problem-Reference-Cited by-同舟云学术

Possibilistic mean–variance models and efficient frontiers for portfolio selection problem

Published:2007-07 Issue:13 Volume:177 Page:2787-2801
ISSN:0020-0255
Container-title:Information Sciences
language:en
Short-container-title:Information Sciences

Author:

Zhang Wei-Guo,Wang Ying-Luo,Chen Zhi-Ping,Nie Zan-Kan

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering,Software

Reference41 articles.

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3. The efficient frontier for bounded assets;Best;Mathematical Methods of Operations Research,2000

4. On possibilistic mean value and variance of fuzzy numbers;Carlsson;Fuzzy Sets and Systems,2001

5. A possibilistic approach to selecting portfolios with highest utility score;Carlsson;Fuzzy Sets and Systems,2002

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