In this paper, we discuss the portfolio optimization problem with real-world constraints under
the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean …

Based on possibility theory, this paper deals with the portfolio adjusting problem for an
existing portfolio under the assumption that the returns of risky assets are fuzzy numbers and …

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

This paper considers a multiperiod fuzzy portfolio selection problem maximizing the terminal
wealth imposed by risk control, in which the returns of assets are characterized by …

Considering the uncertain returns of risky assets in capital markets as fuzzy numbers, we
discuss the portfolio selection problem for bounded assets based on upper and lower …

One of the most studied variant of portfolio optimization problems is with cardinality
constraints that transform classical mean–variance model from a convex quadratic …

In this paper, we propose a new portfolio selection model with the maximum utility based on
the interval-valued possibilistic mean and possibilistic variance, which is a two-parameter …

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 …

In financial markets, some nonprobabilistic factors can be modeled as fuzzy numbers. Based
on possibility theory and the assumption that the returns of assets are triangular fuzzy …

Absolute deviation is a commonly used risk measure, which has attracted more attentions in
portfolio optimization. The existing mean-absolute deviation models are devoted to either …