Research Article

Knowledge Framework and Evolution of Fuzzy Portfolio Research: A Bibliometric Analysis

Table 11

Top 20 references based on frequency in the fuzzy portfolio research.

TitleAuthorsFrequencySourceYear

Mean-variance-skewness model for portfolio selection with fuzzy returns [24]Li et al.57European Journal of Operational Research2010
A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality [48]Gupta et al.39Information Sciences2010
Mean-semivariance models for fuzzy portfolio selection [32]Huang39Journal of Computational and Applied Mathematics2008
Fuzzy R&D portfolio selection of interdependent projects [49]Bhattacharyya et al.32Computers & Mathematics with Applications2011
A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs [25]Zhang et al.31European Journal of Operational Research2012
Portfolio selection based on fuzzy cross-entropy [50]Qin et al.30Journal of Computational & Applied Mathematics2009
Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model [46]Bilbao-Terol et al.29Applied Mathematics and Computation2006
A review of uncertain portfolio selection [51]Huang et al.27Journal of Intelligent and Fuzzy Systems2017
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem [38]Zhang et al.27Information Sciences2007
Portfolio selection problems with random fuzzy variable returns [52]Hasuike et al.27Fuzzy Sets and Systems2009
A fuzzy goal programming approach to portfolio selection [21]Parra et al.26European Journal of Operational Research2001
Portfolio rebalancing model with transaction costs based on fuzzy decision theory [6]Fang et al.25European Journal of Operational Research2006
Portfolio selection based on fuzzy probabilities and possibility distributions [20]Tanaka et al.23Fuzzy Sets and Systems2000
A fuzzy set approach for R&D portfolio selection using a real options valuation model [22]Wang and Hwang23Omega-international Journal of Management Science2007
Special issue: Soft decision analysis-preface [53]Carlsson and Fuller23Fuzzy Sets and Systems2002
On admissible efficient portfolio selection problem [54]Zhang and Nie22Applied Mathematics and Computation2004
A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection [55]Bermudez et al.21Fuzzy Sets and Systems2012
Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints [56]Gupta et al.21Information Sciences2013
Mean-entropy models for fuzzy portfolio selection [39]Huang21IEEE Transactions on Fuzzy Systems2008
Portfolio selection based on upper and lower exponential possibility distributions [3]Tanaka and Guo21European Journal of Operational Research1999