JOURNAL ARTICLE

Fuzzy portfolio selection based on three-way decision and cumulative prospect theory

Xianhe WangBo WangShu LiuHuaxiong LiTianxing WangJunzo Watada

Year: 2021 Journal:   International Journal of Machine Learning and Cybernetics Vol: 13 (1)Pages: 293-308   Publisher: Springer Science+Business Media
Keywords:
Cumulative prospect theory Portfolio Modern portfolio theory Computer science Expected utility hypothesis Computational intelligence Fuzzy logic Prospect theory Portfolio optimization Decision theory Expected return Fuzzy set Cash flow Selection (genetic algorithm) Actuarial science Operations research Economics Econometrics Artificial intelligence Microeconomics Mathematical economics Financial economics Mathematics Finance

Metrics

22
Cited By
3.15
FWCI (Field Weighted Citation Impact)
47
Refs
0.92
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Multi-Criteria Decision Making
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Risk and Portfolio Optimization
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Financial Markets and Investment Strategies
Social Sciences →  Economics, Econometrics and Finance →  Finance
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