Risk Assessment of a Portfolio Selection Model Based on a Fuzzy Statistical Test
نویسندگان
چکیده
منابع مشابه
Risk Assessment of a Portfolio Selection Model Based on a Fuzzy Statistical Test
The objective of our research is to build a statistical test that can evaluate different risks of a portfolio selection model with fuzzy data. The central points and radiuses of fuzzy numbers are used to determine the portfolio selection model, and we statistically evaluate the best return by a fuzzy statistical test. Empirical studies are presented to illustrate the risk evaluation of the port...
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ژورنال
عنوان ژورنال: IEICE Transactions on Information and Systems
سال: 2013
ISSN: 0916-8532,1745-1361
DOI: 10.1587/transinf.e96.d.579