An evaluation of the eigenvalue approach for determining the membership values in fuzzy sets
Fuzzy Sets and Systems
Adaptation in natural and artificial systems
Adaptation in natural and artificial systems
The expected value of a fuzzy number
Fuzzy Sets and Systems
Computation of mean-semivariance efficient sets by the Critical Line Algorithm
Annals of Operations Research
Genetic programming II (videotape): the next generation
Genetic programming II (videotape): the next generation
Constructing membership functions using interpolation and measurement theory
Fuzzy Sets and Systems
A model for portfolio selection with order of expected returns
Computers and Operations Research
Portfolio selection based on fuzzy probabilities and possibility distributions
Fuzzy Sets and Systems
Genetic Algorithms
Theory and Practice of Uncertain Programming
Theory and Practice of Uncertain Programming
A possibilistic approach to selecting portfolios with highest utility score
Fuzzy Sets and Systems - Special issue: Soft decision analysis
A survey of credibility theory
Fuzzy Optimization and Decision Making
Portfolio selection with fuzzy returns
Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology
Mean-semivariance models for fuzzy portfolio selection
Journal of Computational and Applied Mathematics
Expected value of fuzzy variable and fuzzy expected value models
IEEE Transactions on Fuzzy Systems
A new perspective for optimal portfolio selection with random fuzzy returns
Information Sciences: an International Journal
Computers & Mathematics with Applications
Portfolio selection based on fuzzy cross-entropy
Journal of Computational and Applied Mathematics
A review of credibilistic portfolio selection
Fuzzy Optimization and Decision Making
Possibilistic mean value and variance of fuzzy numbers: some examples of application
FUZZ-IEEE'09 Proceedings of the 18th international conference on Fuzzy Systems
A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality
Information Sciences: an International Journal
Fuzzy mean-variance-skewness portfolio selection models by interval analysis
Computers & Mathematics with Applications
A hybrid approach for constructing suitable and optimal portfolios
Expert Systems with Applications: An International Journal
Meta heuristics for dependent portfolio selection problem considering risk
Expert Systems with Applications: An International Journal
A new framework for assets selection based on dimensions reduction techniques
KES'11 Proceedings of the 15th international conference on Knowledge-based and intelligent information and engineering systems - Volume Part II
Mean-risk model for hybrid portfolio selection with fuzziness and randomness
ICHIT'11 Proceedings of the 5th international conference on Convergence and hybrid information technology
Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
Information Sciences: an International Journal
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In stochastic environment, variance, semivariance and probability of a bad outcome are three popular definitions of risk for portfolio selection. In fuzzy environment, variance is carried on as the definition of risk. However, in real life, risk is understood in many different ways. In this paper we propose a new definition of risk for portfolio selection in fuzzy environment. Based on this new definition, a new type of model is provided. To give a general solution to the new model problem, a hybrid intelligent algorithm is designed. One numerical example is also presented to illustrate the optimization idea and the effectiveness of the designed algorithm.