This paper deals with a multi-period portfolio selection problem considering investor's risk
attitude in fuzzy environment. We regard the return rate of each risky asset as a fuzzy …

With increasing profit in securities investment, portfolio analysis has become a major topic
for investors. We propose a fuzzy portfolio model as it is an efficient portfolio selection …

Abstract Exchange Traded Funds (ETFs) have proven to be extremely popular amongst both
retail and institutional investors. The increasing interest in this asset class may incite …

This paper discusses a multi-period and tri-objective portfolio optimization problem, where
asset returns are formalized as uncertain variables. Based on uncertainty theory, a multi …

In this paper, we propose a new credibility function for a fuzzy variable that can
accommodate the attitude of the investor (pessimistic, optimistic, or neutral) along with …

For the traditional portfolio optimization problems, the return rates of risky assets are
described by random variables or fuzzy variables. Due to the complexity of real asset …

Based on possibility theory, this paper deals with the portfolio adjusting problem for an
existing portfolio under the assumption that the returns of risky assets are fuzzy numbers and …

Qualitative evaluation information is important for financial decision-making and investment
when quantitative data are unavailable. Although an alternative ranking is available, specific …

In the ever changing financial markets, investor's decision behaviors may change from time
to time. In this paper, we consider the effect of investor's different decision behaviors on …

In this paper, a novel framework is proposed for fuzzy portfolio selection based on a
combination between Data Envelopment Analysis (DEA) prospect cross-efficiency approach …