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Title | Authors | Frequency | Source | Year |
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Mean-variance-skewness model for portfolio selection with fuzzy returns [24] | Li et al. | 57 | European Journal of Operational Research | 2010 |
A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality [48] | Gupta et al. | 39 | Information Sciences | 2010 |
Mean-semivariance models for fuzzy portfolio selection [32] | Huang | 39 | Journal of Computational and Applied Mathematics | 2008 |
Fuzzy R&D portfolio selection of interdependent projects [49] | Bhattacharyya et al. | 32 | Computers & Mathematics with Applications | 2011 |
A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs [25] | Zhang et al. | 31 | European Journal of Operational Research | 2012 |
Portfolio selection based on fuzzy cross-entropy [50] | Qin et al. | 30 | Journal of Computational & Applied Mathematics | 2009 |
Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model [46] | Bilbao-Terol et al. | 29 | Applied Mathematics and Computation | 2006 |
A review of uncertain portfolio selection [51] | Huang et al. | 27 | Journal of Intelligent and Fuzzy Systems | 2017 |
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem [38] | Zhang et al. | 27 | Information Sciences | 2007 |
Portfolio selection problems with random fuzzy variable returns [52] | Hasuike et al. | 27 | Fuzzy Sets and Systems | 2009 |
A fuzzy goal programming approach to portfolio selection [21] | Parra et al. | 26 | European Journal of Operational Research | 2001 |
Portfolio rebalancing model with transaction costs based on fuzzy decision theory [6] | Fang et al. | 25 | European Journal of Operational Research | 2006 |
Portfolio selection based on fuzzy probabilities and possibility distributions [20] | Tanaka et al. | 23 | Fuzzy Sets and Systems | 2000 |
A fuzzy set approach for R&D portfolio selection using a real options valuation model [22] | Wang and Hwang | 23 | Omega-international Journal of Management Science | 2007 |
Special issue: Soft decision analysis-preface [53] | Carlsson and Fuller | 23 | Fuzzy Sets and Systems | 2002 |
On admissible efficient portfolio selection problem [54] | Zhang and Nie | 22 | Applied Mathematics and Computation | 2004 |
A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection [55] | Bermudez et al. | 21 | Fuzzy Sets and Systems | 2012 |
Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints [56] | Gupta et al. | 21 | Information Sciences | 2013 |
Mean-entropy models for fuzzy portfolio selection [39] | Huang | 21 | IEEE Transactions on Fuzzy Systems | 2008 |
Portfolio selection based on upper and lower exponential possibility distributions [3] | Tanaka and Guo | 21 | European Journal of Operational Research | 1999 |
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