期刊
FUZZY SETS AND SYSTEMS
卷 111, 期 3, 页码 387-397出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/S0165-0114(98)00041-4
关键词
-
In this paper, two kinds of portfolio selection models are proposed based on fuzzy probabilities and possibility distributions, respectively, rather than conventional probability distributions in Markowitz's model. Since fuzzy probabilities and possibility distributions are obtained depending on possibility grades of security data offered by experts, investment experts' knowledge can be reflected. A numerical example of a portfolio selection problem is given to illustrate our proposed approaches. (C) 2000 Published by Elsevier Science B.V. All rights reserved..
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据