This paper studies stock portfolio selection problem based on varying conservative-neutral-
aggressive attitudes. The return rates of stocks are characterized by fuzzy variables. The …

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 …

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 …

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 …

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 …

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 …

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 …

Fuzzy portfolio selection has been widely studied within the framework of the credibility
theory. However, all existing models provide only concentrated investment solutions, which …

This paper reviews the credibilistic portfolio selection approaches which deal with fuzzy
portfolio selection problem based on credibility measure. The reason for choosing credibility …

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 …