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A Dynamic Risk Allocation of Value-at-Risks with Portfolios.

. J. Adv. Comput. Intell. Intell. Informatics, 16 (7): 800-806 (2012)

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Dynamic Average Value-at-Risk Allocation on Worst Scenarios in Asset Management., and . TAMC, volume 11436 of Lecture Notes in Computer Science, page 674-683. Springer, (2019)A Mean Estimation of Fuzzy Numbers by Evaluation Measures.. KES, volume 3214 of Lecture Notes in Computer Science, page 1222-1229. Springer, (2004)Fuzzy stopping in continuous-time dynamic fuzzy systems.. Fuzzy Sets Syst., 132 (3): 291-301 (2002)Duality in dynamic fuzzy systems.. Fuzzy Sets Syst., 95 (1): 53-65 (1998)An estimation model of value-at-risk portfolio under uncertainty.. Fuzzy Sets Syst., 160 (22): 3250-3262 (2009)A continuous-time dynamic fuzzy system. (I). A limit theorem.. Fuzzy Sets Syst., 113 (3): 453-460 (2000)Portfolio optimization in fuzzy asset management with coherent risk measures derived from risk averse utility.. Neural Comput. Appl., 32 (15): 10847-10857 (2020)Markov Decision Processes with Coherent Risk Measures: Risk Aversity in Asset Management.. CogSIMA, page 147-151. IEEE, (2019)Maximization of Returns under an Average Value-at-Risk Constraint in Fuzzy Asset Management.. KES, volume 112 of Procedia Computer Science, page 11-20. Elsevier, (2017)The Minimization of the Risk of Falling in Portfolios under Uncertainty.. IFSA/EUSFLAT Conf., page 137-142. (2009)