Credibilistic portfolio optimization with higher-order moments using coherent triangular fuzzy numbers-Reference-Cited by-同舟云学术

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Credibilistic portfolio optimization with higher-order moments using coherent triangular fuzzy numbers

Published:2024-01 Issue: Volume:151 Page:111155
ISSN:1568-4946
Container-title:Applied Soft Computing
language:en
Short-container-title:Applied Soft Computing

Author:

Mandal Pawan Kumar^ORCID,Thakur Manoj,Mittal Garima^ORCID

Publisher

Elsevier BV

Subject

Software

Reference80 articles.

1. Portfolio selection;Markowitz;J. Financ.,1952

2. An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem;Mashayekhi;Appl. Soft Comput.,2016

3. Mean–variance portfolio optimization using machine learning-based stock price prediction;Chen;Appl. Soft Comput.,2021

4. An integrated generalized TODIM model for portfolio selection based on financial performance of firms;Wu;Knowl.-Based Syst.,2022

5. A standard measure of risk and risk-value models;Jia;Manage. Sci.,1996

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Modeling Mean-Semivariance Portfolio Selection Problems Using Coherent Trapezoidal Fuzzy Numbers;2024 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE);2024-06-30

2. A Multiobjective Multiperiod Efficient Portfolio Selection Approach for Positive and Negative Returns Using RDM-DEA Under Credibilistic Framework;IEEE Transactions on Engineering Management;2024

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