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Minimax mean-variance models for fuzzy portfolio selection

โœ Scribed by Xiaoxia Huang

Book ID
106169502
Publisher
Springer
Year
2010
Tongue
English
Weight
457 KB
Volume
15
Category
Article
ISSN
1432-7643

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This paper discusses portfolio selection problem in fuzzy environment. In the paper, semivariance is originally presented for fuzzy variable, and three properties of the semivariance are proven. Based on the concept of semivariance of fuzzy variable, two fuzzy mean-semivariance models are proposed.

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