A possibilistic approach to selecting portfolios with highest utility score

By Christer Carlsson, R. Fullér, Péter Majlender. Fuzzy Sets Syst., 2002

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A multi-period portfolio selection optimization model by using interval analysis (2013, background): “Carlsson et al. (2002) considered portfolio selection problems under possibility distributions and presented an algorithm for finding an exact optimal solution to these problems.”
Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (2011, background): “…mean–variance models in Markowitz (1952, 1959) to fuzzy environment in different ways, such as Tarrazo (1997), Inuiguchi and Tanino (2000), Carlsson et al. (2002), León et al. (2002), Giove et al. (2006), Bilbao-Terol et al. (2006), Zhang et al. (2007, 2009), Huang (2007, 2010), Liu…”
Mean-variance models for portfolio selection with fuzzy random returns (2009, background): “Carlsson et al. [ 14 ] introduced a possibilistic approach to selecting portfolios with highest utility score.”