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On proximity between exponential and DMRL distributions

โœ Scribed by Kan Cheng; Zongfu He


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
191 KB
Volume
8
Category
Article
ISSN
0167-7152

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Portfolio selection based on upper and l
โœ Hideo Tanaka; Peijun Guo ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 349 KB

In this paper, two kinds of possibility distributions, namely, upper and lower possibility distributions are identiยฎed to reยฏect experts' knowledge in portfolio selection problems. Portfolio selection models based on these two kinds of distributions are formulated by quadratic programming problems.