{"id":"https://openalex.org/W2122544911","doi":"https://doi.org/10.1109/fuzzy.2009.5277181","title":"Fuzzy portfolio selection problem under uncertain exit time","display_name":"Fuzzy portfolio selection problem under uncertain exit time","publication_year":2009,"publication_date":"2009-08-01","ids":{"openalex":"https://openalex.org/W2122544911","doi":"https://doi.org/10.1109/fuzzy.2009.5277181","mag":"2122544911"},"language":"en","primary_location":{"id":"doi:10.1109/fuzzy.2009.5277181","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fuzzy.2009.5277181","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2009 IEEE International Conference on Fuzzy Systems","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100344522","display_name":"Wei Chen","orcid":"https://orcid.org/0000-0003-0065-3610"},"institutions":[{"id":"https://openalex.org/I20231570","display_name":"Peking University","ror":"https://ror.org/02v51f717","country_code":"CN","type":"education","lineage":["https://openalex.org/I20231570"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Wei Chen","raw_affiliation_strings":["Department of Machine Intelligence, School of EECS, Peking University, Beijing, China","Department of Machine Intelligence, School of EECS, Peking University, Beijing 100871, China"],"affiliations":[{"raw_affiliation_string":"Department of Machine Intelligence, School of EECS, Peking University, Beijing, China","institution_ids":["https://openalex.org/I20231570"]},{"raw_affiliation_string":"Department of Machine Intelligence, School of EECS, Peking University, Beijing 100871, China","institution_ids":["https://openalex.org/I20231570"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100510526","display_name":"Shaohua Tan","orcid":null},"institutions":[{"id":"https://openalex.org/I20231570","display_name":"Peking University","ror":"https://ror.org/02v51f717","country_code":"CN","type":"education","lineage":["https://openalex.org/I20231570"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shaohua Tan","raw_affiliation_strings":["Department of Machine Intelligence, School of EECS, Peking University, Beijing, China","Department of Machine Intelligence, School of EECS, Peking University, Beijing 100871, China"],"affiliations":[{"raw_affiliation_string":"Department of Machine Intelligence, School of EECS, Peking University, Beijing, China","institution_ids":["https://openalex.org/I20231570"]},{"raw_affiliation_string":"Department of Machine Intelligence, School of EECS, Peking University, Beijing 100871, China","institution_ids":["https://openalex.org/I20231570"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5100344522"],"corresponding_institution_ids":["https://openalex.org/I20231570"],"apc_list":null,"apc_paid":null,"fwci":0.8034,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.77669065,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"45","issue":null,"first_page":"550","last_page":"554"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9968000054359436,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10050","display_name":"Multi-Criteria Decision Making","score":0.9819999933242798,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7078474760055542},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.6728329658508301},{"id":"https://openalex.org/keywords/time-horizon","display_name":"Time horizon","score":0.546016275882721},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5269782543182373},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.52169269323349},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.5063976049423218},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.49318474531173706},{"id":"https://openalex.org/keywords/point","display_name":"Point (geometry)","score":0.4785481095314026},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.44509726762771606},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.4297565221786499},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.42258399724960327},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4134889543056488},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.3587186932563782},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3426600694656372},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.24578547477722168},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.21579697728157043},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.11928671598434448}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7078474760055542},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.6728329658508301},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.546016275882721},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5269782543182373},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.52169269323349},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5063976049423218},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.49318474531173706},{"id":"https://openalex.org/C28719098","wikidata":"https://www.wikidata.org/wiki/Q44946","display_name":"Point (geometry)","level":2,"score":0.4785481095314026},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.44509726762771606},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.4297565221786499},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.42258399724960327},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4134889543056488},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.3587186932563782},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3426600694656372},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.24578547477722168},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.21579697728157043},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.11928671598434448},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/fuzzy.2009.5277181","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fuzzy.2009.5277181","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2009 IEEE International Conference on Fuzzy Systems","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W1535993814","https://openalex.org/W2015856032","https://openalex.org/W2024810367","https://openalex.org/W2030464587","https://openalex.org/W2038046947","https://openalex.org/W2040225111","https://openalex.org/W2053734038","https://openalex.org/W2059785867","https://openalex.org/W2100844788","https://openalex.org/W2125067373","https://openalex.org/W2148083797","https://openalex.org/W2148675883","https://openalex.org/W2170914403","https://openalex.org/W2795413297","https://openalex.org/W2912565176","https://openalex.org/W3145083929"],"related_works":["https://openalex.org/W1986311305","https://openalex.org/W4360613713","https://openalex.org/W3125148470","https://openalex.org/W2768197547","https://openalex.org/W2055959038","https://openalex.org/W4206877017","https://openalex.org/W4225528185","https://openalex.org/W4327779378","https://openalex.org/W2795635811","https://openalex.org/W2221832056"],"abstract_inverted_index":{"Uncertainty":[0],"over":[1,65],"exit":[2,70],"time":[3,67,71],"is":[4,86],"an":[5,83],"important":[6],"practical":[7],"issue":[8],"faced":[9],"by":[10],"most":[11],"investors.":[12],"In":[13,34],"this":[14],"paper,":[15],"we":[16,38],"introduce":[17],"the":[18,21,35,40,45,54,61,66,90],"notations":[19],"of":[20,27,47,49,57,78,92],"possibilistic":[22,50,55],"mean,":[23],"variance":[24],"and":[25,52],"covariance":[26],"fuzzy":[28],"numbers":[29],"to":[30,88],"generalize":[31],"Markowitz":[32],"analysis.":[33],"first":[36],"time,":[37],"consider":[39],"uncertain":[41],"investment":[42],"period":[43],"from":[44],"point":[46],"view":[48],"analysis,":[51],"build":[53],"models":[56],"portfolio":[58],"selection":[59],"under":[60],"situations":[62],"involving":[63],"uncertainty":[64],"horizon.":[68],"The":[69],"can":[72],"be":[73],"either":[74],"independent":[75],"or":[76],"dependent":[77],"asset":[79],"price":[80],"behavior.":[81],"Moreover,":[82],"numerical":[84],"example":[85],"presented":[87],"show":[89],"application":[91],"our":[93],"results.":[94]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
