In this paper, two kinds of portfolio selection models are proposed based on fuzzy probabilities and possibility distributions, respectively, rather than conventional probability distributions in Markowitz's model. Since fuzzy probabilities and possibility distributions are obtained depending on pos
Weighted portfolio selection models based on possibility theory
โ Scribed by Wei Chen
- Book ID
- 107662517
- Publisher
- Informa UK (Taylor & Francis)
- Year
- 2009
- Tongue
- English
- Weight
- 118 KB
- Volume
- 1
- Category
- Article
- ISSN
- 1616-8658
No coin nor oath required. For personal study only.
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