A possibilistic approach to selecting portfolios with highest utility score
Fuzzy Sets and Systems - Special issue: Soft decision analysis
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
Information Sciences: an International Journal
Portfolio selection with fuzzy returns
Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology
Portfolio selection based on fuzzy cross-entropy
Journal of Computational and Applied Mathematics
Uncertainty Theory
Theory and Practice of Uncertain Programming
Theory and Practice of Uncertain Programming
A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
Journal of Computational and Applied Mathematics
A review of credibilistic portfolio selection
Fuzzy Optimization and Decision Making
Portfolio selection problems with random fuzzy variable returns
Fuzzy Sets and Systems
A stochastic soft constraints fuzzy model for a portfolio selection problem
Fuzzy Sets and Systems
Existence and uniqueness theorem for uncertain differential equations
Fuzzy Optimization and Decision Making
On the convergence of uncertain sequences
Mathematical and Computer Modelling: An International Journal
Fuzzy portfolio selection using fuzzy analytic hierarchy process
Information Sciences: an International Journal
Mean-variance models for portfolio selection subject to experts' estimations
Expert Systems with Applications: An International Journal
A risk index model for multi-period uncertain portfolio selection
Information Sciences: an International Journal
Fuzzy multi-period portfolio selection optimization models using multiple criteria
Automatica (Journal of IFAC)
Uncertain inference control for balancing an inverted pendulum
Fuzzy Optimization and Decision Making
A risk index model for portfolio selection with returns subject to experts' estimations
Fuzzy Optimization and Decision Making
The Cournot production game with multiple firms under an ambiguous decision environment
Information Sciences: an International Journal
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This paper discusses the uncertain portfolio selection problem when security returns cannot be well reflected by historical data. It is proposed that uncertain variable should be used to reflect the experts' subjective estimation of security returns. Regarding the security returns as uncertain variables, the paper introduces a risk curve and develops a mean-risk model. In addition, the crisp form of the model is provided. The presented numerical examples illustrate the application of the mean-risk model and show the disaster result of mistreating uncertain returns as random returns.