FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3136350061> ?p ?o ?g. }

• W3136350061 endingPage "114911" @default.
• W3136350061 startingPage "114911" @default.
• W3136350061 abstract "This study proposes a cloud theory-based multi-objective portfolio selection model with variable risk appetite, which incorporates four objectives of mean, variance, skewness, and liquidity constrained by several realistic constraints. Cloud model theory is employed to characterize the return rates and liquidity of assets due to the superiority of simultaneously capturing the ambiguity and randomness of information. The crisp numerical characteristics of the cloud model are defined to obtain the crisp form of the proposed model. To highlight and portray the investors’ risk (averse-neutral-seeking) appetites, the generalized acceptance and rejection functions are modeled by using the extreme values of each objective and introducing a variable risk appetite parameter. Thus the corresponding model is transformed with the objective functions of maximizing acceptance and minimizing rejection, which is solved through the compromise programming approach. The extended model provides investors with an opportunity to adjust risk parameters according to current market status. Moreover, the preference ratio vector is introduced when optimizing, which provides investors with overall control over the preferences regarding all objectives, so that investors can derive optimal portfolios well compatible with their expectations through customized weighting schemes. A real-world empirical application is presented to demonstrate the effectiveness of the proposed model" @default.
• W3136350061 created "2021-03-29" @default.
• W3136350061 creator A5036205735 @default.
• W3136350061 creator A5039104224 @default.
• W3136350061 creator A5051366714 @default.
• W3136350061 date "2021-08-01" @default.
• W3136350061 modified "2023-09-26" @default.
• W3136350061 title "A cloud theory-based multi-objective portfolio selection model with variable risk appetite" @default.
• W3136350061 cites W1964400822 @default.
• W3136350061 cites W1980932417 @default.
• W3136350061 cites W2032475783 @default.
• W3136350061 cites W2050553287 @default.
• W3136350061 cites W2080747316 @default.
• W3136350061 cites W2082450642 @default.
• W3136350061 cites W2085154346 @default.
• W3136350061 cites W2089591483 @default.
• W3136350061 cites W2137724915 @default.
• W3136350061 cites W2148083797 @default.
• W3136350061 cites W2169551611 @default.
• W3136350061 cites W2171996811 @default.
• W3136350061 cites W2266148845 @default.
• W3136350061 cites W2553445305 @default.
• W3136350061 cites W257208404 @default.
• W3136350061 cites W2586570675 @default.
• W3136350061 cites W2742250323 @default.
• W3136350061 cites W2750905047 @default.
• W3136350061 cites W2781115388 @default.
• W3136350061 cites W2793202165 @default.
• W3136350061 cites W2804315147 @default.
• W3136350061 cites W2805957816 @default.
• W3136350061 cites W2826035024 @default.
• W3136350061 cites W2884673195 @default.
• W3136350061 cites W2888403083 @default.
• W3136350061 cites W2890290249 @default.
• W3136350061 cites W2917901820 @default.
• W3136350061 cites W2920106397 @default.
• W3136350061 cites W2944449460 @default.
• W3136350061 cites W2948447020 @default.
• W3136350061 cites W2961570542 @default.
• W3136350061 cites W2969437442 @default.
• W3136350061 cites W2973060168 @default.
• W3136350061 cites W2976379839 @default.
• W3136350061 cites W2993059983 @default.
• W3136350061 cites W2998550520 @default.
• W3136350061 cites W3003821972 @default.
• W3136350061 cites W4211007335 @default.
• W3136350061 doi "https://doi.org/10.1016/j.eswa.2021.114911" @default.
• W3136350061 hasPublicationYear "2021" @default.
• W3136350061 type Work @default.
• W3136350061 sameAs 3136350061 @default.
• W3136350061 citedByCount "15" @default.
• W3136350061 countsByYear W31363500612021 @default.
• W3136350061 countsByYear W31363500612022 @default.
• W3136350061 countsByYear W31363500612023 @default.
• W3136350061 crossrefType "journal-article" @default.
• W3136350061 hasAuthorship W3136350061A5036205735 @default.
• W3136350061 hasAuthorship W3136350061A5039104224 @default.
• W3136350061 hasAuthorship W3136350061A5051366714 @default.
• W3136350061 hasConcept C10138342 @default.
• W3136350061 hasConcept C111919701 @default.
• W3136350061 hasConcept C122342681 @default.
• W3136350061 hasConcept C126255220 @default.
• W3136350061 hasConcept C126838900 @default.
• W3136350061 hasConcept C129915516 @default.
• W3136350061 hasConcept C134306372 @default.
• W3136350061 hasConcept C144237770 @default.
• W3136350061 hasConcept C149782125 @default.
• W3136350061 hasConcept C162324750 @default.
• W3136350061 hasConcept C182365436 @default.
• W3136350061 hasConcept C183115368 @default.
• W3136350061 hasConcept C199360897 @default.
• W3136350061 hasConcept C205706631 @default.
• W3136350061 hasConcept C2780522230 @default.
• W3136350061 hasConcept C2780821815 @default.
• W3136350061 hasConcept C33923547 @default.
• W3136350061 hasConcept C41008148 @default.
• W3136350061 hasConcept C71924100 @default.
• W3136350061 hasConcept C79974875 @default.
• W3136350061 hasConceptScore W3136350061C10138342 @default.
• W3136350061 hasConceptScore W3136350061C111919701 @default.
• W3136350061 hasConceptScore W3136350061C122342681 @default.
• W3136350061 hasConceptScore W3136350061C126255220 @default.
• W3136350061 hasConceptScore W3136350061C126838900 @default.
• W3136350061 hasConceptScore W3136350061C129915516 @default.
• W3136350061 hasConceptScore W3136350061C134306372 @default.
• W3136350061 hasConceptScore W3136350061C144237770 @default.
• W3136350061 hasConceptScore W3136350061C149782125 @default.
• W3136350061 hasConceptScore W3136350061C162324750 @default.
• W3136350061 hasConceptScore W3136350061C182365436 @default.
• W3136350061 hasConceptScore W3136350061C183115368 @default.
• W3136350061 hasConceptScore W3136350061C199360897 @default.
• W3136350061 hasConceptScore W3136350061C205706631 @default.
• W3136350061 hasConceptScore W3136350061C2780522230 @default.
• W3136350061 hasConceptScore W3136350061C2780821815 @default.
• W3136350061 hasConceptScore W3136350061C33923547 @default.
• W3136350061 hasConceptScore W3136350061C41008148 @default.
• W3136350061 hasConceptScore W3136350061C71924100 @default.
• W3136350061 hasConceptScore W3136350061C79974875 @default.

• next