期刊
JOURNAL OF INTELLIGENT & FUZZY SYSTEMS
卷 32, 期 6, 页码 4453-4465出版社
IOS PRESS
DOI: 10.3233/JIFS-169211
关键词
Uncertain portfolio selection; risk measurement; uncertain measure; uncertain variable; uncertainty theory
资金
- Specialized Research Fund for the Doctoral Program of Higher Education [20130006110001]
- Fundamental Research Funds for the Central Universities [2302015FRF-BR-15-018A]
This paper reviews the theory of uncertain portfolio selection which uses human estimates as inputs and applies uncertainty theory to select portfolios. The difference of the uncertain portfolio selection theory from the stochastic portfolio theory is given and the necessity and conditions for using the theory are presented. Some basic works are introduced, including different types of mathematical risk measurements, their features, and some basic uncertain portfolio selection models and their theorems. Finally, future work for uncertain portfolio selection is discussed.
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