Allahdadi, M. & Nehi, H.M. (2012). The optimal solution set of the interval linear programming. Optimization Letters, 7 (8), 1893-1911.
Bhattacharyya, R., Kar, S. & Majumder, D.D. (2011). Fuzzymean–variance–skewness portfolio selection models by interval analysis. Computers & Mathematics with Applications, 61(1), 126–137.
Chi, S.C., Chen, H.P. &Cheng, C.H. (2001). A Forecasting Approach for Stock Index Future Using Grey Theory and Neural Networks. International Joint Conference on. (10-16 July 1999) School of Management Science.
Giove, S., Funari, S. & Nardelli, C. (2006). An interval portfolio selection problem based on regret function. European Journal of Operational Research, 170(1), 253–264.
Hladìk, M. (2009). Optimal value range in interval linear programming. Fuzzy Optimization and Decision Making, 8 (3), 283–294.
Ida, M. (2003). Portfolio selection problem with interval coefficients. Applied Mathematics Letters, 16(5), 709–713.
Ida, M. (2004). Solutions for the portfolio selection problem with interval and fuzzy coefficients. Reliable Computing, 10(5), 389 - 400.
Ishibuchi, H. & Tanaka, H. (1990). Multiobjective programming in optimization of the interval objective function. European Journal of Operational Research, 48 (2), 219–225.
Jansson, C. & Rump, S.M. (1991). Rigorous solution of linear programming problems with uncertain. Data ZOR—Methods and Models of Operations Research, 35(2), 87–111.
Jiang, C., Han, X., Liu, GR. & Liu, GP. (2008). A nonlinear interval number programming method for uncertain optimization problems. European Journal of Operational Research, 188(1), 1–13.
Jong, H. (2012). Optimization Method for Interval Portfolio Selection Based onMSatisfaction Index of Interval inequality Relation. Center of Natural Science. Available in: https://arxiv.org/abs/1207.1932.
Kandasamy, H. (2008). Portfolio Selection under Various Risk Measures. Ph.D. thesis. Mathematical Sciences. Clemson University.
Karmakar, S. & Bhunia, A.K. (2012c). On constrained optimization by interval arithmetic and interval order relations. Opsearch, 49(1), 22–38.
Lai, K.K., Wang, S.Y., Xu, J.P., Zhu, S.S. & Fang, Y. (2002). A class of linear interval programming problems and its application to portfolio selection. IEEE Transactions on Fuzzy Systems, 10(6), 698–704.
Li, J. & Xu, J.P. (2007). A class of possibilistic portfolio selection model with interval coefficients and its application. Fuzzy Optimization Decision Making, 6(2), 123–137.
Liu, B. & Iwamura, K. (1998). A note on chance constrained programming with fuzzy coefficients. Fuzzy Sets and Systems, 100(1-3), 229–233.
Liu, B. (1998). Minimax chance constrained programming models for fuzzy decision systems. Information Sciences, 112(1-4), 25–38.
Liu, S.T. & Wang, R.T. (2007). A numerical solution method to interval quadratic programming. Applied Mathematics and Computation, 189 (2), 1274–1281.
Markowitz, H. (1952). Portfolio Selection.the Journal of Financ, 91(1), 7-77.
Parra, M.A., Terol, A.B. & Uría, M.V.R. (2001). A fuzzy goal programming approach to portfolio selection. European Journal of Operational Research, 133(2), 287–297.
Rockafellar, R.T. & Uryasev, S. (2000). Optimization of conditional value at Risk. Journal of Risk, 2(3), 21-41.
Rommelfanger, H., Hanscheck, R. & Wolf, J. (1989). Linear programming with fuzzy objectives. Fuzzy Sets and Systems, 29(1), 31–48.
Sengupta, A., Pal, T.K. & Chakraborty, D. (2001).Interpretation of inequality constraints involving interval coefficients and a solution to interval linear programming. Fuzzy Sets and Systems, 119(1), 129–138.
Suprajitno, H. & Bin Mohd, I. (2010). Linear programming with interval Arithmetic. International Journal of Contemporary Mathematical Sciences, 5 (7), 323–332.
Tong, SC. (1994). Interval number and fuzzy number linear Programmings. Fuzzy Sets and Systems, 66(3), 301–306.