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A prospect theory-based group decision approach considering consensus for portfolio selection with hesitant fuzzy information 期刊论文
KNOWLEDGE-BASED SYSTEMS, 2019, 卷号: 168, 页码: 28-38
作者:  Zhou, Xiaoyang;  Wang, Liqin;  Liao, Huchang;  Wang, Shouyang;  Lev, Benjamin;  Fujita, Hamido
收藏  |  浏览/下载:132/0  |  提交时间:2019/12/13
Portfolio selection  Group decision making  Prospect theory  Consensus process  
Portfolio selection under different attitudes in fuzzy environment 期刊论文
INFORMATION SCIENCES, 2018, 卷号: 462, 页码: 278-289
作者:  Zhou, Xiaoyang;  Wang, Jue;  Yang, Xiangping;  Lev, Benjamin;  Tu, Yan;  Wang, Shouyang
收藏  |  浏览/下载:194/0  |  提交时间:2018/10/07
Portfolio selection  Conservative-neutral-aggressive attitude  Fuzzy variable  Value at risk, epsilon-constraint method  
Dynamic portfolio optimization with risk control for absolute deviation model 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2010, 卷号: 201, 期号: 2, 页码: 349-364
作者:  Yu, Mei;  Takahashi, Satoru;  Inoue, Hiroshi;  Wang, Shouyang
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
Portfolio optimization  Linear programming  Absolute deviation  Dynamic programming  
An interval semi-absolute deviation model for portfolio selection 期刊论文
FUZZY SYSTEMS AND KNOWLEDGE DISCOVERY, PROCEEDINGS, 2006, 卷号: 4223, 页码: 766-775
作者:  Fang, Yong;  Wang, Shouyang
收藏  |  浏览/下载:95/0  |  提交时间:2018/07/30
Portfolio rebalancing with transaction costs and a minimal purchase unit 期刊论文
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2005, 卷号: 12, 期号: 4, 页码: 499-515
作者:  Fang, Y;  Lai, KK;  Wang, SY
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
portfolio rebalancing  transaction costs  minimal purchase unit  semi-absolute deviation risk function  mixed-integer linear programming problem  
A class of linear interval programming problems and its application to portfolio selection 期刊论文
IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2002, 卷号: 10, 期号: 6, 页码: 698-704
作者:  Lai, KK;  Wang, SY;  Xu, JP;  Zhu, SS;  Fang, Y
收藏  |  浏览/下载:105/0  |  提交时间:2018/07/30
interval  order relation  portfolio selection  
marshalliandeviationnewobservablecriteriontomeasuretransactionpathsindoubleauctionmarkets 期刊论文
journalofsystemsscienceandcomplexity, 2002, 卷号: 015, 期号: 003, 页码: 261
作者:  Zhan Wenjie;  Wang Shouyang;  Zhang Jinlong;  Yan Jie;  Lai K K
收藏  |  浏览/下载:102/0  |  提交时间:2020/01/10