On product of positive L-R fuzzy numbers and its application to multi-period portfolio selection problems

DOI10.1007/S10700-019-09308-6MaRDI QIDQ2177756zbMATH OpenOpenAlexWikidataFDO

Authors Xiang Li, Hui Jiang, Sini Guo, Wai-Ki Ching, Le'an Yu

Publication date 6 May 2020

Published in Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10700-019-09308-6

zbMATH Keywords

fuzzy arithmeticfuzzy setsmulti-period portfolio selectionpositive \(L\)-\(R\) fuzzy number

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Portfolio theory (91G10)

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Cites work

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• Weighted triangular approximation of fuzzy numbers

Cited in

(3)

• Adaptive online portfolio selection with transaction costs
• An $$\alpha $$-risk appetite cost minimizing model for multi-commodity capacitated p-hub median problem with time windows and uncertain flows
• Multi-period fuzzy portfolio selection model with preference-regret criterion

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