This study proposes a cloud theory-based multi-objective portfolio selection model with
variable risk appetite, which incorporates four objectives of mean, variance, skewness, and …

Considering nonstatistical uncertainties and/or insufficient historical data in security return
forecasts, fuzzy set theory has been applied in the past decades to build portfolio selection …

This paper deals with fuzzy portfolio selection problems under the framework of bounded
rationality, in which the higher moments and DEA cross-efficiency are taken into …

Portfolio selection is one of the hottest issue in decision-making and management
engineering. But due to the capital market natural complexity and investors' irrational …

In this paper, we discuss the fuzzy portfolio selection problems in multi-objective
frameworks. A comprehensive model for multi-objective portfolio selection in fuzzy …

We study the portfolio selection problem from the perspective of incorporating more
information about the non-normality of asset returns by considering the mean-variance …

To address the challenge of risk minimization associated with investors' irrational investment
decisions in the face of wealth fluctuations, this article integrates prospect theory and …

Research on mean–variance portfolio optimization (MVPO) has made significant progress in
the application of advanced solution algorithms or multiple criteria decision-making methods …

It is agreed that portfolio selection models are of great importance for the financial market. In
this article, a constrained multiperiod multiobjective portfolio model is established. This …

An uncertain multi-attribute decision-making (MADM) problem is studied based on cloud
models. Cloud models, referring to fuzziness and randomness, are utilized to depict …