Portfolio selection based on fuzzy probabilities and possibility distributions

By Hideo Tanaka, P. Guo, I. Türksen. Fuzzy Sets Syst., 2000

318 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/42f733e7221324396580ccc1759201a496542d96

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Wei-guo Zhang
2. Yankui Liu
3. Pu Zhang
4. Fang-Fang Hao
5. Yongjun Liu
6. Reay-Chen Wang
7. S. A. Torabi
8. Elkafi Hassini

In Statistics and Probability

1. Wei-guo Zhang
2. Yankui Liu
3. Pu Zhang
4. Fang-Fang Hao
5. Yongjun Liu

Citations in the corpus

• Applying possibilistic linear programming to aggregate production planning (2005, background): “Other studies on PLP problems include Inuiguchi and Sakawa (1996), Hussein (1998), Tanaka et al. (2000), and Jensen and Maturana (2002).”
• Mean-variance models for portfolio selection with fuzzy random returns (2009, background): “Zhang and Nie [15] adopted Tanaka’s [ 12 ] definition of possibility grade and assumed admissible errors on the expected return and risk of the asset.”
• A multi-period portfolio selection optimization model by using interval analysis (2013, methodology): “By using experts' judgments, Tanaka et al. (2000) constructed two kinds of portfolio optimization models based on fuzzy probabilities and possibility distributions.”