登录 注册 会员服务 联系我们

Possibilistic mean–standard deviation models to portfolio selection for bounded assets

  • Published:2007-06 Issue:2 Volume:189 Page:1614-1623
  • ISSN:0096-3003
  • Container-title:Applied Mathematics and Computation
  • language:en
  • Short-container-title:Applied Mathematics and Computation

Author:

Zhang Wei-Guo

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference27 articles.

1. Portfolio selection;Markowitz;Journal of Finance,1952

2. Portfolio Selection: Efficient Diversification of Investments;Markowitz,1959

3. Portfolio Theory and Capital Markets;Sharpe,1970

4. An analytic derivation of the efficient frontier;Merton;Journal of Finance and Quantitative Analysis,1972

5. Large-scale portfolio optimization;Perold;Management Science,1984

Cited by 43 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. The resolution of excess investment in Fuzzy portfolio selection using piecewise linear function;Applied Mathematics in Science and Engineering;2024-07-20

2. A Bibliometric Analysis of Possibilistic Portfolio Selection Models;Pamukkale Üniversitesi İşletme Araştırmaları Dergisi;2024-06-30

3. The Possibilistic Mean-Variance Model with Uncertain Possibility Distributions;Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi;2024-06-11

4. Orthogonal Possibilistic Mean - Variance Model;Osmaniye Korkut Ata Üniversitesi Fen Bilimleri Enstitüsü Dergisi;2023-12-20

5. Robust Versions of the Lower and Upper Possibilistic Mean - Variance Models for the One Period or Two Periods Cases;Bilecik Şeyh Edebali Üniversitesi Fen Bilimleri Dergisi;2023-11-30
同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3