Concepedia

Multi-objective imprecise programming for financial portfolio selection with fuzzy returns

Nabil Mansour, Mohamed Sadok Cherif, Walid Abdelfattah

Expert Systems with Applications · 2019 · 79 citations · 60 references

DOI

Concepts

References

60

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

William F. Sharpe · The Journal of Finance · 1964 · 17.4K citations

, , +17

The arbitrage theory of capital asset pricing

Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations

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The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

The Review of Economics and Statistics · 1965 · 6.9K citations

, , +17

Decision-Making in a Fuzzy Environment

Richard Bellman, L. A. Zadeh · Management Science · 1970 · 6.8K citations · Full text

, , +11

Fuzzy programming and linear programming with several objective functions

H.‐J. Zimmermann · Fuzzy Sets and Systems · 1978 · 3.6K citations

, , +10