Portfolio optimization with perception-based risk measures in dynamic fuzzy asset management

Yoshida, Yūji

doi:10.1007/s41066-018-0100-y

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Portfolio optimization with perception-based risk measures in dynamic fuzzy asset management

Cited by 4 publications

References 38 publications

Markov Decision Processes with Fuzzy Risk-Sensitive Rewards: The Best Coherent Risk Measures Under Risk Averse Utilities

Markov Decision Processes with Fuzzy Risk-Sensitive Rewards: The Best Coherent Risk Measures Under Risk Averse Utilities

Dynamic risk-sensitive fuzzy asset management with coherent risk measures derived from decision maker’s utility

A perceptual computer for hierarchical portfolio selection based on interval type-2 fuzzy sets

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