Short selling is one of the important financial vehicles for real investment activities. Most of
the traditional fuzzy portfolio models are established without short selling, which cannot …

This paper studies three versions of the multi-period mean–variance portfolio selection
problem, that are: minimum variance problem, maximum expected return problem and the …

In the financial market, investors must deal with uncertain risk, and they also face
background risk and many uncertain factors caused by their own characteristics …

The present article investigates a continuous-time mean-variance portfolio selection
problem with regime-switching under the constraint of noshorting. The literature along this …

Portfolio investment is quoted securities investment, a narrow sense of investment. It refers
to the behavior that an enterprise or individual buys negotiable profits. Securities such as …

In this paper, we study optimal multi-period portfolio selection problem with uncertain exit-
time under mean-variance criterion in a Markovian regime-switching market. The market …

This paper investigates a fuzzy portfolio selection problem with guaranteed reliability, in
which the fuzzy variables are used to capture the uncertain returns of different securities. To …