In the financial market, investors must deal with uncertain risk, and they also face
background risk and many uncertain factors caused by their own characteristics …

Portfolio selection is an important issue for researchers and practitioners. In this paper,
under the assumption that security returns are given by experts' evaluations rather than …

With the advent of Big Data, managing large-scale portfolios of thousands of securities is
one of the most challenging tasks in the asset management industry. This study uses an …

In the finance market, a short-term investment strategy is usually applied in portfolio
selection in order to reduce investment risk; however, the economy is uncertain and the …

Background: This paper generalizes the results of Embedding problem of Fuzzy Number
Space and its extension into a Fuzzy Banach Space C (Ω)× C (Ω), where C (Ω) is the set of …

Oriented fuzzy numbers are a convenient tool to manage an investment portfolio as they
enable the inclusion of uncertain and imprecise information about the financial market in a …

Fuzzy portfolio selection has resulted in many researchers to focus on this field. Based on
the risk attitudes, this study discusses the risk attitudes in a decision group for portfolio …

投资组合选择是量化金融领域的核心问题之一. 本文研究模糊环境下考虑交易费用和基数约束的
分散化投资组合调整问题. 首先, 将风险资产的收益率视为模糊变量, 通过建立一个模糊收益率拟 …

Compared with the conventional probabilistic mean‐variance methodology, fuzzy number
can better describe an uncertain environment with vagueness and ambiguity. In this paper …

以一致模糊数来刻画资产收益和投资者风险态度, 并用可信性下半绝对偏差和条件风险值作为
风险度量, 考虑偏度约束, 不允许卖空约束以及交易成本等因素, 建立多期多目标模糊投资组合 …