Portfolio selection problems with normal mixture distributions including fuzziness
نویسندگان
چکیده
منابع مشابه
Portfolio selection problems with normal mixture distributions including fuzziness
In this paper, several portfolio selection problems with normal mixture distributions including fuzziness are proposed. Until now, many researchers have proposed portfolio models based on the stochastic approach, and there are some models considering both random and ambiguous conditions, particularly using fuzzy random or random fuzzy variables. However, the model including normal mixture distr...
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ژورنال
عنوان ژورنال: International Journal of Knowledge Engineering and Soft Data Paradigms
سال: 2010
ISSN: 1755-3210,1755-3229
DOI: 10.1504/ijkesdp.2010.035904