System portfolio selection based on GRA method under hesitant fuzzy environment

Z Li, Y Dou, B Xia, K Yang, M Li - Journal of Systems …, 2022 - ieeexplore.ieee.org
The hesitant fuzzy set (HFS) is an important tool to deal with uncertain and vague
information. In equipment system portfolio selection, the index attribute of the equipment …

Improved multiobjective bat algorithm for the credibilistic multiperiod mean-VaR portfolio optimization problem

M Jiang, W Liu, W Xu, W Chen - Soft Computing, 2021 - Springer
This paper deals with a multiperiod multiobjective fuzzy portfolio selectiossn problem based
on credibility theory. A credibilistic multiobjective mean-VaR model is formulated for the …

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
Though there are several studies on uncertain single-period portfolio selection, the
uncertain multiperiod portfolio selection literature is still in an exploration phase. Besides …

Adjustable security proportions in the fuzzy portfolio selection under guaranteed return rates

YY Huang, IF Chen, CL Chiu, RC Tsaur - Mathematics, 2021 - mdpi.com
Based on the concept of high returns as the preference to low returns, this study discusses
the adjustable security proportion for excess investment and shortage investment based on …

Multi-criteria group decision-making portfolio optimization based on variable subscript hesitant fuzzy linguistic term sets

X He, X Zhou - International Journal of Fuzzy Systems, 2023 - Springer
This paper applies the cumulative prospect theory to improve the traditional integer subscript
hesitant fuzzy linguistic term set (IS-HFLTS). The proposed variable subscript hesitant fuzzy …

An integrated fuzzy-grey relational analysis approach to portfolio optimization

MK Mehlawat, P Gupta, AZ Khan - Applied Intelligence, 2023 - Springer
This paper combines two approaches (Fuzzy set theory and Grey Relational Analysis) for
modelling an investor's imprecise linguistic expectations and the uncertain returns of assets …

A new fuzzy portfolio model based on background risk using MCFOA

W Xu, X Deng, J Li - International Journal of Fuzzy Systems, 2015 - Springer
This paper proposes a new fuzzy model for portfolio selection problem, which takes into
account the vagueness of the investor's preferences. The model proposed in this paper also …

Fuzzy multi-period portfolio selection model with time-varying loss aversion

YJ Liu, WG Zhang - Journal of the Operational Research Society, 2021 - Taylor & Francis
This paper deals with multi-period portfolio selection problem in a fuzzy environment, in
which the effects of investors' time-varying asymmetric attitudes to losses and gains on …

Sharpe's Ratio for Oriented Fuzzy Discount Factor

A Łyczkowska-Hanćkowiak - Mathematics, 2019 - mdpi.com
The analysis presented in this paper regards the security of a present value given as an
ordered fuzzy number. The present value was estimated in an imprecise manner and …

A new fuzzy model for multi-criteria project portfolio selection based on modified Kerre's inequality

AA Sohrabi, R Ghanbari, K Ghorbani-Moghadam… - OPSEARCH, 2024 - Springer
Recently, a model for project portfolio selection have been proposed. Here, to modify the
proposed model, we consider the parameters of model as fuzzy numbers and we call it fuzzy …