Uncertain programming models for portfolio selection with uncertain returns
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DOI: 10.1080/00207721.2013.871366
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- Pérez-Mesa, Juan Carlos & Pérez-Mesa, Fº Javier & Tapia-León, Juan José & Valera-Martínez, Diego, 2022. "Scheduling vegetable sales to supermarkets in Europe: The tomato case," MPRA Paper 119883, University Library of Munich, Germany.
- Lv, Linjing & Zhang, Bo & Li, Hui, 2024. "An uncertain bi-objective mean-entropy model for portfolio selection with realistic factors," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 225(C), pages 216-231.
- Adam Borovička, 2022. "Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 30(2), pages 595-616, June.
- Oleg Malafeyev & Achal Awasthi, 2017. "Dynamic optimization of a portfolio," Papers 1712.00585, arXiv.org.
- Li, Bo & Lu, Ziqiang, 2023. "Uncertain random enhanced index tracking for portfolio selection with parameter estimation and hypothesis test," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
- Juan Carlos Pérez-Mesa & Francisco Javier Pérez-Mesa & Juan José Tapia-León & Diego Luis Valera, 2022. "Scheduling vegetable sales to supermarkets in Europe: The tomato case," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 68(11), pages 403-412.
- Jian Zhou & Yujiao Jiang & Athanasios A. Pantelous & Weiwen Dai, 2023. "A systematic review of uncertainty theory with the use of scientometrical method," Fuzzy Optimization and Decision Making, Springer, vol. 22(3), pages 463-518, September.
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