A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude

X Yang, W Liu, S Chen, Y Zhang - Soft Computing, 2021 - Springer
fuzzy portfolio selection problem with several risky assets and a risk-free asset considering
investor’s risk attitude and … We focus on investor’s risk attitudes in two aspects: one is his/her …

Sustainable Fuzzy Portfolio Selection Concerning Multi-Objective Risk Attitudes in Group Decision

YY Huang, RC Tsaur, NC Huang - Mathematics, 2022 - mdpi.com
… on the risk attitudes, this study discusses the risk attitudes in a decision group for portfolio
vagueness investment information, we adopt the risk attitudes concept to describe the experts’ …

[PDF][PDF] Fuzzy Portfolio Model under Investors' Different Attitudes with Risk Adaptation Value Parameter Based on Possibility Theory

X Deng, Y Liu, H Zhuang, Z Lin - A a, 2021 - iaeng.org
investor’s behavioral analysis by risk adaptation value parameter in the fuzzy portfolio model.
… combine the three different investorsrisk attitudes and the security fuzzy uncertainty in the …

Fuzzy Portfolio Selection in the Risk Attitudes of Dimension Analysis under the Adjustable Security Proportions

KS Chen, YY Huang, RC Tsaur, NY Lin - Mathematics, 2023 - mdpi.com
… t < s is suggested to the investor who is risk-averse. Lower … programming model from the
proposed fuzzy portfolio model, and … The results suggest that the proposed fuzzy portfolio model

A multiobjective multiperiod portfolio selection approach with different investor attitudes under an uncertain environment

S Yadav, P Gupta, MK Mehlawat, A Kumar - Soft Computing, 2024 - Springer
… the investor attitude literature by proposing a multiperiod portfolio selection approach with
different investor attitudes … the likelihood degree of a fuzzy event for different investor attitudes. …

Dimensions analysis to excess investment in fuzzy portfolio model from the threshold of guaranteed return rates

KS Chen, RC Tsaur, NC Lin - Mathematics, 2022 - mdpi.com
… on the risk attitudes to investigate the risk attitude effects to portfolioinvestment in a fuzzy
portfolio model. Most importantly, if the fuzzy portfolio model for excess investment in different

Hesitant fuzzy portfolio selection model with score and novel hesitant semi-variance

X Deng, W Li, Y Liu - Computers & Industrial Engineering, 2022 - Elsevier
fuzzy portfolio selection models. Therefore, to better capture investorsrisk attitudes, we
extend the downside risk from stochastic environment to hesitant fuzzy environment and define a …

Multi-period portfolio selection under the coherent fuzzy environment with dynamic risk-tolerance and expected-return levels

X Gong, L Min, C Yu - Applied Soft Computing, 2022 - Elsevier
… for investors with different attitudes to make long-term … fuzzy numbers into the modeling
of multi-period portfolio … asset returns and capture the attitude characteristics of investors. …

Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models

P Gupta, MK Mehlawat, S Yadav, A Kumar - Soft computing, 2020 - Springer
… , risk, and liquidity” and employed fuzzy mathematical … (2018) proposed a fuzzy multi-objective
portfolio model with … and provided several schemes for investors having varied attitudes. …

Fuzzy portfolio optimization for time-inconsistent investors: a multi-objective dynamic approach

Y Li, B Wang, A Fu, J Watada - Soft Computing, 2020 - Springer
… S1, as an investor holds excess wealth and at the same time suffers a loss which is lower
than expected, he tends to be more risk seeking and less risk averse when deciding on future …