{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,12,24]],"date-time":"2024-12-24T05:07:04Z","timestamp":1735016824387,"version":"3.32.0"},"reference-count":0,"publisher":"IOS Press","isbn-type":[{"value":"9781643685694","type":"electronic"}],"license":[{"start":{"date-parts":[[2024,12,20]],"date-time":"2024-12-20T00:00:00Z","timestamp":1734652800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by-nc\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2024,12,20]]},"abstract":"<jats:p>Considering the uncertainty of stock data, this paper studies interval-valued fuzzy portfolio decision model with ESG and some realistic constraints. First, a screening process is employed to identify investable stocks based on their ESG ratings. Then, a multi-period portfolio decision model with short-selling constraint is established by maximizing terminal wealth and minimizing terminal risk. By using the weighted programming method the proposed portfolio model is transformed into a single-objective model to solve the optimal decision strategy. Finally, a numerical example of stock data from the Shenzhen Stock Exchange is given to illustrate the efficiency of the presented portfolio decision model.<\/jats:p>","DOI":"10.3233\/faia241396","type":"book-chapter","created":{"date-parts":[[2024,12,23]],"date-time":"2024-12-23T09:47:55Z","timestamp":1734947275000},"source":"Crossref","is-referenced-by-count":0,"title":["A Multi-Period Interval-Valued Fuzzy Portfolio Decision Model with Realistic Constraints"],"prefix":"10.3233","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-5545-3726","authenticated-orcid":false,"given":"Qiansheng","family":"Zhang","sequence":"first","affiliation":[{"name":"School of Mathematics and Statistics, Guangdong University of Foreign Studies, Guangzhou 510006, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Yuanjun","family":"Ou","sequence":"additional","affiliation":[{"name":"School of Mathematics and Statistics, Guangdong University of Foreign Studies, Guangzhou 510006, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Zhiyun","family":"Yin","sequence":"additional","affiliation":[{"name":"School of Mathematics and Statistics, Guangdong University of Foreign Studies, Guangzhou 510006, China"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"7437","container-title":["Frontiers in Artificial Intelligence and Applications","Fuzzy Systems and Data Mining X"],"original-title":[],"link":[{"URL":"https:\/\/ebooks.iospress.nl\/pdf\/doi\/10.3233\/FAIA241396","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,12,23]],"date-time":"2024-12-23T09:47:57Z","timestamp":1734947277000},"score":1,"resource":{"primary":{"URL":"https:\/\/ebooks.iospress.nl\/doi\/10.3233\/FAIA241396"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,12,20]]},"ISBN":["9781643685694"],"references-count":0,"URL":"https:\/\/doi.org\/10.3233\/faia241396","relation":{},"ISSN":["0922-6389","1879-8314"],"issn-type":[{"value":"0922-6389","type":"print"},{"value":"1879-8314","type":"electronic"}],"subject":[],"published":{"date-parts":[[2024,12,20]]}}}