Financial portfolio formation is usually a multi-objective decision-making problem
concerning return and risk on the investment. In this study, we make use of an extension of …

In this paper, we use an extension of fuzzy numbers, called coherent fuzzy numbers, to
model asset returns and an investor's perception of the stock market (pessimistic, optimistic …

In this paper, we propose a new credibility function for a fuzzy variable that can
accommodate the attitude of the investor (pessimistic, optimistic, or neutral) along with …

We introduce a cardinality constrained multi-objective optimization problem for generating
efficient portfolios within a fuzzy mean-absolute deviation framework. We assume that the …

In this paper, a Decision Support System (DSS) for generating a suitable portfolio for an
investor in an uncertain multi-criteria framework is proposed. We model uncertain …

Credibility fuzzy value at risk in portfolio models is a reasonable solution when investors
may face ambiguity, lack of historical data, and when avoiding normally or symmetrically …

Since asset returns have been recognized as not normally distributed, the avenue of
research regarding portfolio higher moments soon emerged. To account for uncertainty and …

The aim of this paper is to investigate the effects of higher moments on multi-period portfolio
selection with fuzzy returns. This paper gives the definitions of possibilistic mean and …

[EN] The present research proposes a novel methodology to solve the problems faced by
investors who take into consideration different investment criteria in a fuzzy context. The …

Investment decision making is usually a multi-objective optimization problem in an uncertain
environment. In a real-life scenario, an investor aims to choose a portfolio based on his/her …