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Search for information and portfolio selection

โœ Scribed by Jacob Paroush; Yoram C. Peles

Book ID
116134290
Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
737 KB
Volume
2
Category
Article
ISSN
0378-4266

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This paper deals with a portfolio selection problem with independently estimated possibilistic return rates. Under such a circumstance, a distributive investment has been regarded as a good solution in the traditional portfolio theory. However, the conventional possibilistic approach yields a concen