Adaptation in natural and artificial systems
Adaptation in natural and artificial systems
Fuzzy genetic algorithm and applications
Fuzzy Sets and Systems
Fuzzy sets and fuzzy logic: theory and applications
Fuzzy sets and fuzzy logic: theory and applications
Fuzzy set theory—and its applications (3rd ed.)
Fuzzy set theory—and its applications (3rd ed.)
Chance constrained programming with fuzzy parameters
Fuzzy Sets and Systems
Minimax chance constrained programming models for fuzzy decision systems
Information Sciences: an International Journal
Evolutionary algorithm solution to fuzzy problems: Fuzzy linear programming
Fuzzy Sets and Systems
Fuzzy Sets and Systems - Fuzzy mathematical programming
Portfolio selection based on fuzzy probabilities and possibility distributions
Fuzzy Sets and Systems
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
Fuzzy portfolio optimization under downside risk measures
Fuzzy Sets and Systems
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
Information Sciences: an International Journal
Fuzzy portfolio selection using genetic algorithm
Soft Computing - A Fusion of Foundations, Methodologies and Applications - Special issue on intelligent systems for financial engineering and computational finance
A new perspective for optimal portfolio selection with random fuzzy returns
Information Sciences: an International Journal
Asset portfolio optimization using fuzzy mathematical programming
Information Sciences: an International Journal
Risk curve and fuzzy portfolio selection
Computers & Mathematics with Applications
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
Uncertainty Theory
Portfolio algorithm based on portfolio beta using genetic algorithm
Expert Systems with Applications: An International Journal
A stochastic soft constraints fuzzy model for a portfolio selection problem
Fuzzy Sets and Systems
IEEE Transactions on Fuzzy Systems
Expected value of fuzzy variable and fuzzy expected value models
IEEE Transactions on Fuzzy Systems
Convergent results about the use of fuzzy simulation in fuzzy optimization problems
IEEE Transactions on Fuzzy Systems
Entropy of Credibility Distributions for Fuzzy Variables
IEEE Transactions on Fuzzy Systems
Mean-Entropy Models for Fuzzy Portfolio Selection
IEEE Transactions on Fuzzy Systems
Computers and Industrial Engineering
Mean-risk model for uncertain portfolio selection
Fuzzy Optimization and Decision Making
A portfolio selection model using fuzzy returns
Fuzzy Optimization and Decision Making
A bilevel fuzzy principal-agent model for optimal nonlinear taxation problems
Fuzzy Optimization and Decision Making
Optimizing fuzzy portfolio selection problems by parametric quadratic programming
Fuzzy Optimization and Decision Making
Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
Information Sciences: an International Journal
Robust-based interactive portfolio selection problems with an uncertainty set of returns
Fuzzy Optimization and Decision Making
Hi-index | 0.01 |
This paper reviews the credibilistic portfolio selection approaches which deal with fuzzy portfolio selection problem based on credibility measure. The reason for choosing credibility measure is given. Several mathematical definitions of risk of an investment in the portfolio are introduced. Some credibilistic portfolio selection models are presented, including mean-risk model, mean-variance model, mean-semivariance model, credibility maximization model, 驴-return maximization model, entropy optimization model and game models. A hybrid intelligent algorithm for solving the optimization models is documented. In addition, as extensions of credibilistic portfolio selection approaches, the paper also gives a brief review of some hybrid portfolio selection models.