In the financial portfolio selection (FPS) problem, the investor usually considers several
conflicting objectives such as return, risk, and liquidity. The values of these objectives are …

The fuzzy set is one of the powerful tools used to describe an uncertain environment. As well
as quantifying any potential return and risk, portfolio liquidity is taken into account and a …

In this paper, we consider a multi-period fuzzy portfolio optimization problem with minimum
transaction lots. Based on possibility theory, we formulate a mean-semivariance portfolio …

The uncertainty of a financial market is traditionally dealt with probabilistic approaches.
However, there are many non-probabilistic factors that affect the financial markets. A number …

In this paper, we introduce the possibilistic mean value and variance of continuous
distribution, rather than probability distributions. We propose a multi-objective Portfolio …

Most of the existing portfolio selection models are based on the probability theory. Though
they often deal with the uncertainty via probabilistic-proaches, we have to mention that the …

The traditional mean–variance approach has been complemented by alternative theories
that use risk measures different from standard deviation of returns or involve additional …

Despite the risk–return tradeoff is main concern of financial theory; the rational investment
decisions requires considering many criteria simultaneously. In addition to determining a …

This paper develops a λ mean-hybrid entropy model to deal with portfolio selection problem
with both random uncertainty and fuzzy uncertainty. Solving this model provides the investor …

This article deals with a still current decision making problem—where to invest and how
much. A few “tools” can help to answer this question, namely fundamental, technical or …