标题
Fuzzy multi-period portfolio selection model with time-varying loss aversion
作者
关键词
-
出版物
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
Volume -, Issue -, Pages 1-15
出版商
Informa UK Limited
发表日期
2020-05-07
DOI
10.1080/01605682.2019.1705191
参考文献
相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。- Portfolio rebalancing with respect to market psychology in a fuzzy environment: A case study in Tehran Stock Exchange
- (2018) Arash Khayamim et al. APPLIED SOFT COMPUTING
- Possibilistic Moment Models for Multi-period Portfolio Selection with Fuzzy Returns
- (2018) Yong-Jun Liu et al. Computational Economics
- Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity
- (2018) Mario Brandtner et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- A similarity measure for the cardinality constrained frontier in the mean–variance optimization model
- (2018) Francisco Guijarro JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
- Optimization of multiple satisfaction levels in portfolio decision analysis
- (2018) Maria Barbati et al. OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE
- Credibilistic multi-period portfolio optimization based on scenario tree
- (2018) Negin Mohebbi et al. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- Fuzzy portfolio selection model with real features and different decision behaviors
- (2017) Yong-Jun Liu et al. Fuzzy Optimization and Decision Making
- Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns
- (2017) Christian Deffo Tassak et al. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
- Credibilistic multi-period portfolio optimization model with bankruptcy control and affine recourse
- (2016) Yong-Jun Liu et al. APPLIED SOFT COMPUTING
- An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem
- (2016) Zahra Mashayekhi et al. APPLIED SOFT COMPUTING
- Portfolio optimization under loss aversion
- (2016) Cristinca Fulga EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Fuzzy multi-period portfolio selection with different investment horizons
- (2016) Sini Guo et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Loss-averse preferences and portfolio choices: An extension
- (2016) Louis Eeckhoudt et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Fuzzy multi-period portfolio selection model with discounted transaction costs
- (2016) Yong-Jun Liu et al. SOFT COMPUTING
- A multi-period fuzzy portfolio optimization model with minimum transaction lots
- (2015) Yong-Jun Liu et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Portfolio optimization using a credibility mean-absolute semi-deviation model
- (2015) Enriqueta Vercher et al. EXPERT SYSTEMS WITH APPLICATIONS
- Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier
- (2014) Clara Calvo et al. ANNALS OF OPERATIONS RESEARCH
- Optimal portfolio choice for an insurer with loss aversion
- (2014) Wenjing Guo INSURANCE MATHEMATICS & ECONOMICS
- Fuzzy turnover rate chance constraints portfolio model
- (2013) Sasan Barak et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
- (2013) Wei-Guo Zhang et al. FUZZY SETS AND SYSTEMS
- Three fuzzy goal programming models for index portfolios
- (2013) Liang-chuan Wu et al. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
- Optimal Cardinality Constrained Portfolio Selection
- (2013) Jianjun Gao et al. OPERATIONS RESEARCH
- Fuzzy multi-period portfolio selection optimization models using multiple criteria
- (2012) Yong-Jun Liu et al. AUTOMATICA
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- (2012) Wei-Guo Zhang et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Fuzzy portfolio model with different investor risk attitudes
- (2012) Ruey-Chyn Tsaur EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Moments and semi-moments for fuzzy portfolio selection
- (2012) Jules Sadefo Kamdem et al. INSURANCE MATHEMATICS & ECONOMICS
- Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case
- (2012) Andrew E. B. Lim et al. MANAGEMENT SCIENCE
- Fuzzy multi period portfolio selection with different rates for borrowing and lending
- (2011) S.J. Sadjadi et al. APPLIED SOFT COMPUTING
- A portfolio selection model with borrowing constraint based on possibility theory
- (2011) Xue Deng et al. APPLIED SOFT COMPUTING
- An expected regret minimization portfolio selection model
- (2011) Xiang Li et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- A fuzzy modeling for fuzzy portfolio optimization
- (2011) Shiang-Tai Liu EXPERT SYSTEMS WITH APPLICATIONS
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
- (2011) J.D. Bermúdez et al. FUZZY SETS AND SYSTEMS
- Portfolio performance evaluation with loss aversion
- (2011) Valeri Zakamouline QUANTITATIVE FINANCE
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
- (2010) Wei-Guo Zhang et al. INSURANCE MATHEMATICS & ECONOMICS
- Mean-variance portfolio rebalancing with transaction costs and funding changes
- (2010) J J Glen JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
- Co-evolutionary particle swarm optimization to solve constrained optimization problems
- (2008) Xiaoli Kou et al. COMPUTERS & MATHEMATICS WITH APPLICATIONS
- Portfolio selection under possibilistic mean–variance utility and a SMO algorithm
- (2008) Wei-Guo Zhang et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Create your own webinar
Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.
Create NowBecome a Peeref-certified reviewer
The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.
Get Started