Portfolio selection subject to experts' judgments
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- Chen, Wei, 2015. "Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 125-139.
- Sadefo Kamdem, J. & Mbairadjim Moussa, A. & Terraza, M., 2012.
"Fuzzy risk adjusted performance measures: Application to hedge funds,"
Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 702-712.
- J. Sadefo Kamdem & A. Mbairadjim Moussa & M. Terraza, 2012. "Fuzzy risk adjusted performance measures: Application to hedge funds," Post-Print hal-02901867, HAL.
- Alfred Mbairadjim Moussa & Jules Sadefo Kamdem & Michel Terraza, 2012. "Fuzzy risk adjusted performance measures: application to Hedge funds," Working Papers 12-24, LAMETA, Universtiy of Montpellier, revised Sep 2012.
- Mbairadjim Moussa, A. & Sadefo Kamdem, J. & Terraza, M., 2014.
"Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns,"
Economic Modelling, Elsevier, vol. 39(C), pages 247-256.
- A. Mbairadjim Moussa & J. Sadefo Kamdem & M. Terraza, 2014. "Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns," Post-Print hal-02901791, HAL.
- Alfred Mbairadjim Moussa & Jules Sadefo Kamdem, 2022.
"A fuzzy multifactor asset pricing model,"
Annals of Operations Research, Springer, vol. 313(2), pages 1221-1241, June.
- Jules Sadefo-Kamdem & Alfred Mbairadjim Moussa, 2022. "A fuzzy multifactor asset pricing model," Post-Print hal-03325600, HAL.
- Mbairadjim Moussa, A. & Sadefo Kamdem, J. & Shapiro, A.F. & Terraza, M., 2014.
"CAPM with fuzzy returns and hypothesis testing,"
Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 40-57.
- A. Mbairadjim Moussa & J. Sadefo Kamdem & A.F. Shapiro & M. Terraza, 2014. "CAPM with fuzzy returns and hypothesis testing," Post-Print hal-02901727, HAL.
- Rachida Hennani & Michel Terraza, 2012. "Value-at-Risk stressée chaotique d’un portefeuille bancaire," Working Papers 12-23, LAMETA, Universtiy of Montpellier, revised Sep 2012.
- Matus Medo & Chi Ho Yeung & Yi-Cheng Zhang, 2008. "How to quantify the influence of correlations on investment diversification," Papers 0805.3397, arXiv.org, revised Feb 2009.
- Medo, Matús & Yeung, Chi Ho & Zhang, Yi-Cheng, 2009. "How to quantify the influence of correlations on investment diversification," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 34-39, March.
- Zhou, Jian & Shen, Yixuan & Pantelous, Athanasios A. & Zhang, Hui, 2021. "The range of uncertainty on the property market pricing: The case of the city of Shanghai," Finance Research Letters, Elsevier, vol. 40(C).
- Chen, Shun & Ge, Lei, 2021. "A learning-based strategy for portfolio selection," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 936-942.
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Keywords
Portfolio selection Fuzzy-set theory Mean-variance theory Subjective measures Ambiguity-aversion Experts' judgments;Statistics
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