J Li, J Xu - Information Sciences, 2013 - Elsevier
This paper addresses the multi-objective portfolio selection model with fuzzy random returns for investors by studying three criteria: return, risk and liquidity. In addition, securities …
HQ Li, ZH Yi - Expert Systems with Applications, 2019 - Elsevier
Fuzzy portfolio selection is effective in coping with the uncertainty in financial decision making, in which investor's expectation plays an important role. In this paper, to capture the …
X Huang - Applied mathematics and computation, 2006 - Elsevier
This paper selects the portfolio with fuzzy returns by criteria of chance represented by credibility measure. In the paper, two types of credibility-based portfolio selection model are …
X Li, Y Zhang, HS Wong, Z Qin - Journal of Computational and Applied …, 2009 - Elsevier
Portfolio selection theory with fuzzy returns has been well developed and widely applied. Within the framework of credibility theory, several fuzzy portfolio selection models have been …
J Xu, X Zhou, S Li - Journal of Optimization Theory and Applications, 2011 - Springer
This paper deals with a class of chance constrained portfolio selection problems in the fuzzy random decision making system. An integrated fuzzy random portfolio selection model with …
JK Pahade, M Jha - Results in Applied Mathematics, 2021 - Elsevier
The fuzzy set theory is widely used to describe the uncertainty of financial markets in modern portfolio selection problems. In this study, the credibility theory (a popular branch of the fuzzy …
X Li, B Shou, Z Qin - European Journal of Operational Research, 2012 - Elsevier
Fuzzy portfolio selection has been widely studied within the framework of the credibility theory. However, all existing models provide only concentrated investment solutions, which …
X Huang - Fuzzy Optimization and Decision Making, 2009 - Springer
This paper reviews the credibilistic portfolio selection approaches which deal with fuzzy portfolio selection problem based on credibility measure. The reason for choosing credibility …
X Huang - Fuzzy Optimization and Decision Making, 2012 - Springer
Portfolio selection is concerned with selecting an optimal portfolio that can strike a balance between maximizing the return and minimizing the risk among a large number of securities …