A possibilistic approach to selecting portfolios with highest utility score

Fuzzy Sets and Systems

Volumn 131, Issue 1, 2002, Pages 13-21

  Carlsson, Christer ^a   Fullér, Robert ^b   Majlender, Péter ^b  

^a ÅBO AKADEMI UNIVERSITY   (Finland)

^b EÖTVÖS LORÁND UNIVERSITY   (Hungary)

Author keywords

Mean variance analysis; Possibility distributions

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; PROBLEM SOLVING; RISK ASSESSMENT;

POSSIBILITY DISTRIBUTIONS;

INVESTMENTS;

EID: 0036779383     PISSN: 01650114     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-0114(01)00251-2     Document Type: Article

References (7)

1. On possibilistic mean value and variance of fuzzy numbers
2. Portfolio selection under independent possibilistic information
3. Portfolio selection
4. Intransitivity of preferences
5. Fuzzy portfolio selection and its applications to decision making
6. A model for portfolio selection with order of expected returns