References
- Bilbao-TerolAArenas-ParraMCañal-FernándezVJiménezMA sequential goal programming model with fuzzy hierarchies to sustainable and responsible portfolio selection problemJournal of the Operational Research Society2016671259127310.1057/jors.2016.33
- BroganJAStidhamSJrNon-separation in the mean-lower-partial-moment portfolio optimization problemEuropean Journal of Operational Research2008184270171010.1016/j.ejor.2006.11.028
- ChenI-FTsaurR-CFuzzy portfolio selection using a weighted function of possibilistic mean and variance in business cyclesInternational Journal of Fuzzy Systems201618215115910.1007/s40815-015-0073-9
- ChengS-MMunifAChengG-SLiuH-CKuoB-CFuzzy risk analysis based on ranking generalized fuzzy numbers with different left heights and right heightsExpert Systems With Applications20123976320633410.1016/j.eswa.2011.12.004
- ChuT-CTsaoC-TRanking fuzzy numbers with an area between the centroid point and original pointComputers and Mathematics with Applications2002431–211111710.1016/S0898-1221(01)00277-2
- DentchevaDRuszczynskiASemi-infinite probabilistic optimization: First-order stochastic dominance constraintOptimization2004535–658360110.1080/02331930412331327148
- DetynieckiMYagerRRanking fuzzy numbers using α-weighted valuationsInternational Journal of Uncertainty, Fuzziness and Knowledge-Based Systems20018557310.1142/S021848850000040X
- GeorgescuIKinnunenJA Risk Approach by Credibility TheorySpringer-Verlag, Berlin Heidelberg and Fuzzy Information and Engineering Branch of the Operation Research Society of China201354399416
- GrauerRBestMSensitivity analysis for mean-variance portfolio problemsManagement Science199137898098910.1287/mnsc.37.8.980
- HuangXMean-semivariance models for fuzzy portfolio selectionJournal of Computational and Applied Mathematics200821711810.1016/j.cam.2007.06.009
- KonnoHSuzukiKA mean-variance-skewness optimization modelJournal of the Operations Research Society of Japan19953813718710.15807/jorsj.38.173
- KrausALitzenbergerRSkewness preference and the valuation of risky assetsJournal of Finance197631410851100
- KucukbayFArazCPortfolio selection problem: a comparison of fuzzy goal programming and linear physical programmingAn International Journal of Optimization and Control: Theories and Applications (IJOCTA)201662121128
- LiXQinZKarSMean-variance-skewness model for portfolio selection with fuzzy returnsEuropean Journal of Operational Research2010202123924710.1016/j.ejor.2009.05.003
- LiuBUncertainty theory: An introduction to its axiomatics foundations2004BerlinSpringer-Verlag
- LiuBUncertainty theory20144BerlinSpringer-Verlag
- LiuBLiuYKExpected value of fuzzy variable and fuzzy expected value modelsIEEE Transactions on Fuzzy Systems200210444545010.1109/TFUZZ.2002.800692
- MarkowitzHPortfolio selectionJournal of Finance1952717791
- OsunaECrossing points of distribution and a theorem that relates them to second order stochastic dominanceStatistics and Probability Letters201282475876410.1016/j.spl.2011.12.010
- PengJMokHTseWFuzzy dominance based on credibility distributions2005BerlinSpringer-Verlag295303
- PengJJiangQRaoCFuzzy dominance: a new approach for ranking fuzzy variables via credibility measureInternational Journal of Uncertainty, Fuzziness and Knowledge-Based Systems200715supp02294110.1142/S0218488507004583
- SaboridoRRuizABermúdezJVercherELuqueMEvolutionary multi-objective optimization algorithms for fuzzy portfolio selectionApplied Soft Computing201639c486310.1016/j.asoc.2015.11.005
- Sadefo KamdemJTassakDCFonoLAMoments and semi-moments for fuzzy portfolio selectionInsurance: Mathematics and Economics2012513517530
- SaeidifarAApplication of weighting functions to the ranking of fuzzy numbersComputers and Mathematics With Applications20116252264225810.1016/j.camwa.2011.07.012
- SamuelsonPThe fundamental approximation theorem of portfolio analysis in terms of means, variances and higher momentsReviews of Economics Studies197037453754210.2307/2296483
- SenguptaJPortfolio decision as gamesInternational Journal of Systems Science19892081323133410.1080/00207728908910218
- SharpeWA linear programming approximation for the general portfolio analysis problemJournal of Financial and Quantitative Analysis1971651263127510.2307/2329860
- Tobin J. (1965): The theory of portfolio selection, in F.H. Hahn and F.P.R. Brechling, eds., The Theory of Interest Rates, London
- WangXKerreEReasonable properties for the ordering of fuzzy quantitiesFuzzy Sets and Systems2001118337538510.1016/S0165-0114(99)00062-7
- ZadehLAFuzzy set as a basis of theory of possibilityFuzzy Sets and Systems19781132810.1016/0165-0114(78)90029-5