𝔖 Bobbio Scriptorium
✦   LIBER   ✦

OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS

✍ Scribed by Jianfeng Liang; Shuzhong Zhang; Duan Li

Book ID
111043112
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
737 KB
Volume
18
Category
Article
ISSN
0960-1627

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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.