Portfolio selection can be regarded as a type of multi-objective decision problem. However,
traditional solution methods rarely discussed the decision maker's nonsatisfaction and …

The problem that firms usually face with is how to allocate limited funds to available projects.
In this study, we develop a group decision-making approach to help managers to select …

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 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 …

The optimal investment ratios for a set of stocks and other financial products can be obtained
by the conventional portfolio theory based on quantitative data such as returns and risks …

This paper deals with a portfolio optimization problem with sell orders, in which the investor
will immediately sell the risky assets once their prices reach the preset sell thresholds …

This study proposes a cloud theory-based multi-objective portfolio selection model with
variable risk appetite, which incorporates four objectives of mean, variance, skewness, and …

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

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 …