Concepedia

Interval-valued Portfolio Selection

Interval-Valued Portfolio Selection is a portfolio selection method that extends classical asset allocation models by representing asset returns as intervals rather than precise values, thereby capturing uncertainty and imprecision in financial forecasts within the optimization process.

20

Publications

632

Citations

42

Authors

25

Institutions

Publications per year

2017–2026

6

Parents

Publications

20

An interval portfolio selection problem based on regret function

Silvio Giove, Stefania Funari, Carla Nardelli · European Journal of Operational Research · 2004 · 103 citations

, , +13

Portfolio selection problem with interval coefficients

M. Ida · Applied Mathematics Letters · 2003 · 83 citations

, , +14

A multi-period portfolio selection optimization model by using interval analysis

Yong‐Jun Liu, Wei-Guo Zhang, Pu Zhang · Economic Modelling · 2013 · 53 citations

, , +14

A class of possibilistic portfolio selection model with interval coefficients and its application

Jun Li, Jiuping Xu · Fuzzy Optimization and Decision Making · 2007 · 43 citations

, , +14

The mean-absolute deviation portfolio selection problem with interval-valued returns

Shiang-Tai Liu · Journal of Computational and Applied Mathematics · 2011 · 42 citations

, , +14

1–5 of 20

Authors

42

  1. PK
    Pankaj Kumar

    SRM Institute of Science and Technology, India

    2 publications · 35 citations

    3

    h-index

  2. YL
    Yong‐Jun Liu

    The University of Texas MD Anderson Cancer Center, United States

    2 publications · 78 citations

    2

    h-index

  3. JX
    Jiuping Xu

    Sichuan University, China

    2 publications · 70 citations

    2

    h-index

  4. AK
    Ajay Kumar Bhurjee

    Barkatullah University, India

    1 publications · 21 citations

    2

    h-index

  5. MI
    Masaaki Ida

    National Institution for Academic Degrees and Quality Enhancement of Higher Education, Japan

    1 publications · 38 citations

    1

    h-index

1–5 of 42

Institutions

25

  1. Sichuan University

    Chengdu, China

    2 h-index

    5 publications

    167 citations

  2. South China University of Technology

    Guangzhou, China

    2 h-index

    4 publications

    156 citations

  3. Barkatullah University

    Bhopal, India

    2 h-index

    1 publications

    21 citations

  4. SRM Institute of Science and Technology

    Chennai, India

    2 h-index

    1 publications

    21 citations

  5. National Institution for Academic Degrees and Quality Enhancement of Higher Education

    Tokyo, Japan

    2 h-index

    2 publications

    121 citations

  6. Otsuka (Japan)

    Tokyo, Japan

    1 h-index

    1 publications

    83 citations

  7. Iran University of Science and Technology

    Tehran, Iran

    1 h-index

    3 publications

    54 citations

  8. Xiamen University

    Xiamen, China

    1 h-index

    1 publications

    27 citations

1–8 of 25

Venues

  1. Soft Computing

    2 publications · 45 citations

    2

    h-index

  2. Fuzzy Optimization and Decision Making

    2 publications · 70 citations

    2

    h-index

  3. Mathematical Problems in Engineering

    MPE · 1 publications · 10 citations

    1

    h-index

  4. Studies in Informatics and Control

    1 publications · 14 citations

    1

    h-index

  5. European Journal of Operational Research

    1 publications · 103 citations

    1

    h-index

1–5