Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
نویسندگان
چکیده
منابع مشابه
Kurtosis and Semi-kurtosis for Portfolios Selection with Fuzzy Returns
The literature on portfolio analysis assumes that the securities returns are random variables with fixed expected returns and variances values (see Bachelier [1], Briec et al. [4] and Markowitz [10]). However, since investors receive efficient or inefficient information from the real world, ambiguous factors usually exist in it. Consequently, we need to consider not only random conditions but a...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2008
ISSN: 0377-0427
DOI: 10.1016/j.cam.2007.02.017