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Sensitivity‐based fuzzy multi‐objective portfolio model with Value‐at‐Risk

  • Published:2019-07-28 Issue:11 Volume:14 Page:1639-1651
  • ISSN:1931-4973
  • Container-title:IEEJ Transactions on Electrical and Electronic Engineering
  • language:en
  • Short-container-title:IEEJ Trans Elec Electron Eng

Author:

Zhang Huiming12,Watada Junzo3,Wang Bo4

Affiliation:

1. School of Economics and FinanceXi'an Jiaotong University 74 West Yanta Road, Xi'an Shaanxi 710061 China

2. Information, Production and Systems Research CenterWaseda University 2‐7 Hibikino, Wakamatsu, Kitakyushu 808‐0135 Japan

3. Computer and Information Sciences DepartmentPETRONAS University of Technology Seri Iskandar Perak Darul Ridzuan 32610 Malaysia

4. School of Management and EngineeringNanjing University Nanjing 210093 China

Publisher

Wiley

Subject

Electrical and Electronic Engineering

Cited by 4 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. Multi-period portfolio optimization based on credibilistic lower and upper VaR ratios;Journal of Intelligent & Fuzzy Systems;2023-08-24

2. A Hybrid Model Based on Multi-Attribute Decision Making and Fuzzy Multi-Objective Mathematical Programming for Stock Portfolio Evaluation and Selection Using Z-Number Approach;Journal of Operational Research and Its Applications;2023-06-01

3. DAUGIAKRITERINIŲ METODŲ TAIKYMAS OPTIMALIAM INVESTICINIAM PORTFELIUI SUDARYTI;Lietuvos jaunųjų mokslininkų konferencija „Mokslas – Lietuvos ateitis”;2020-05-08

4. ĮMONIŲ APSKAITOS ROBOTIZAVIMO TIKSLINGUMO VERTINIMAS;Lietuvos jaunųjų mokslininkų konferencija „Mokslas – Lietuvos ateitis”;2020-05-08
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