Since the pioneering work of Harry Markowitz, mean–variance portfolio selection model has
been widely used in both theoretical and empirical studies, which maximizes the investment …

Reasonable investment strategies are of great importance for investors, companies, or even
countries. Therefore, many investment methods have been proposed to assist people with …

This paper deals with fuzzy multi-objective multi-period portfolio selection problems. The
major criteria used for portfolio selection and rebalancing are wealth, risk, transaction cost …

The complexity of financial markets leads to different types of indeterminate asset returns.
For example, asset returns are considered as random variables, when the available data is …

In this paper, we consider a multi-period fuzzy portfolio optimization problem with minimum
transaction lots. Based on possibility theory, we formulate a mean-semivariance portfolio …

This paper examines the multi-period portfolio optimization problem with transaction costs
and fuzzy variables to count for the uncertainty of future returns and liquidities on assets. The …

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 …

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 …

To simulate the real transactions in financial market, multiple decision criteria in portfolio
selection should be considered to provide investors with additional choices. This paper …

Portfolio optimization problem is concerned with choosing an optimal portfolio strategy that
can strike a balance between maximizing investment return and minimizing investment risk …