An application of calculated fuzzy risk
Information Sciences—Informatics and Computer Science: An International Journal - Special issue: Intelligent information systems and applications
Information Sciences: an International Journal
Fuzzy portfolio selection using fuzzy analytic hierarchy process
Information Sciences: an International Journal
Solving a comprehensive model for multiobjective project portfolio selection
Computers and Operations Research
A portfolio optimization model with three objectives and discrete variables
Computers and Operations Research
Application of fuzzy calculations for improving portfolio matrices
Information Sciences: an International Journal
A semi-variance portfolio selection model for military investment assets
Expert Systems with Applications: An International Journal
Fuzzy mean-variance-skewness portfolio selection models by interval analysis
Computers & Mathematics with Applications
Information Sciences: an International Journal
A PROMETHEE-based approach to portfolio selection problems
Computers and Operations Research
Money in trees: How memes, trees, and isolation can optimize financial portfolios
Information Sciences: an International Journal
Selection of Socially Responsible Portfolios using Goal Programming and fuzzy technology
Information Sciences: an International Journal
Gradually tolerant constraint method for fuzzy portfolio based on possibility theory
Information Sciences: an International Journal
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Researchers in the past always laid more emphasis on constructing models, assessing model risks and developing algorithms to solve various models, paying little attention to the research on the value ranges of risks for portfolio models. This paper attempts to fill this gap by presenting some practical approaches to obtain new and accurate results on value ranges of risks for the traditional mean-variance portfolio models. The accurate upper and lower bounds are identified for the minimizing risk portfolio models with or without short selling. A rigorous mathematical proof is utilized to derive necessary and sufficient conditions of the equal weight portfolio model that is equivalent to the minimizing risk portfolio model. Two numerical examples are given to verify the effectiveness and correctness of the theorems and corollaries discussed in this paper.