Reliable Portfolio Selection Problem in Fuzzy Environment: An mλ Measure Based Approach
نویسندگان
چکیده
منابع مشابه
Reliable Portfolio Selection Problem in Fuzzy Environment: An mλ Measure Based Approach
This paper investigates a fuzzy portfolio selection problem with guaranteed reliability, in which the fuzzy variables are used to capture the uncertain returns of different securities. To effectively handle the fuzziness in a mathematical way, a new expected value operator and variance of fuzzy variables are defined based on the mλ measure that is a linear combination of the possibility measure...
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ژورنال
عنوان ژورنال: Algorithms
سال: 2017
ISSN: 1999-4893
DOI: 10.3390/a10020043