Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints

Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market

Hiroshi Konno, Hiroaki Yamazaki · Management Science · 1991 · 1.5K citations

Business, Economics, Finance +15

Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation

Duan Li, Wan‐Lung Ng · Mathematical Finance · 2000 · 1K citations

Business, Finance, Financial Management +17

On possibilistic mean value and variance of fuzzy numbers

Christer Carlsson, Robert C. Fuller · Fuzzy Sets and Systems · 2001 · 814 citations

Natural Sciences, Mathematics, Number Theory +10

Computational study of a family of mixed-integer quadratic programming problems

Daniel Bienstock · Mathematical Programming · 1996 · 425 citations

Natural Sciences, Computer Science, Mathematics +14

Portfolio selection based on fuzzy probabilities and possibility distributions

Hideo Tanaka, Peijun Guo, İ.B. Türkşen · Fuzzy Sets and Systems · 2000 · 312 citations

Business, Decision Sciences, Finance +16