* Almeida, R. J., & Kaymak, U. (2009). Probabilistic fuzzy systems in value‐at‐risk estimation. Intelligent Systems in Accounting, Finance and Management, 16(1‐2), 49-70.
* Dai, C., Cai, X. H., Cai, Y. P., Huo, Q., Lv, Y., & Huang, G. H. (2014). An interval-parameter mean-CVaR two-stage stochastic programming approach for waste management under uncertainty. Stochastic environmental research and risk assessment, 28(2), 167-187.
* Fama, E. F. (1965). The behavior of stock-market prices. The journal of Business, 38(1), 34-105.
* Gao, J., Zhang, X., & Wang, Q. (2011, July). Fuzzy portfolio selection based on Mean-CVaR models. In 2011 International Conference on Business Computing and Global Informatization (pp. 98-100). IEEE.
* Gupta, P., Mehlawat, M. K., Inuiguchi, M., & Chandra, S. (2014). Fuzzy portfolio optimization. Studies in fuzziness and soft computing, 316.
* Huang, X. (2010). What Is Portfolio Analysis. In Portfolio Analysis (pp. 1-9). Springer Berlin Heidelberg.
* Konno, H., & Yamazaki, H. (1991). Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market. Management science, 37(5), 519-531.
* Liu, B. Uncertainty Theory: An Introduction to its Axiomatic Foundations. 2004.
* Liu, B., & Liu, Y. K. (2002). Expected value of fuzzy variable and fuzzy expected value models. IEEE transactions on Fuzzy Systems, 10(4), 445-450.
* Liu, Y., & Gao, J. (2007). The independent of fuzzy variables in credibility theory and its applications. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 15, 1-20.
* Li, L., Li, J., Qin, Q., & Cheng, S. (2013, October). Credibilistic conditional value at risk under fuzzy environment. In Advanced Computational Intelligence (ICACI), 2013 Sixth International Conference on (pp. 350-353). IEEE.
* Mandelbrot, B. B. (1997). The variation of certain speculative prices. InFractals and Scaling in Finance (pp. 371-418). Springer New York.
* Markowitz, H. (1952). Portfolio selection. The journal of finance, 7(1), 77-91.
* Markowitz, H. M. (1991). Foundations of portfolio theory. The journal of finance, 46(2), 469-477.
* Rockafellar, R. T., & Uryasev, S. (2000). Optimization of conditional value-at-risk. Journal of risk, 2, 21-42.
* Speranza, M. G. (1993). Linear programming models for portfolio optimization.
* Xu, Z., Shang, S., Qian, W., & Shu, W. (2010). A method for fuzzy risk analysis based on the new similarity of trapezoidal fuzzy numbers. Expert Systems with Applications, 37(3), 1920-1927.
* Zadeh, L. A. (1965). Fuzzy sets. Information and control, 8(3), 338-353.
* Zhang, X., & Sun, W. (2010, October). Mean-CVaR models for fuzzy portfolio selection. In Intelligent System Design and Engineering Application (ISDEA), 2010 International Conference on (Vol. 1, pp. 928-930). IEEE.
* Zhu, H., & Zhang, J. (2009, November). A credibility-based fuzzy programming model for APP problem. In Artificial Intelligence and Computational Intelligence, 2009. AICI'09. International Conference on (Vol. 1, pp. 455-459). IEEE