Qualitative investment decision-making methods under hesitant fuzzy environments

DOI10.1007/978-3-030-11349-0MaRDI QIDQ2315074zbMATH OpenOpenAlexFDO

Authors Wei Zhou, Zeshui Xu

Publication date 31 July 2019

Published in Studies in Fuzziness and Soft Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-11349-0

zbMATH Keywords

decision-making methodshesitant fuzzy environmentsqualitative investment

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10) Derivative securities (option pricing, hedging, etc.) (91G20)

Review text

This book has mainly analyzed five different hesitant fuzzy investment decision-making methods. They take the risk appetites into account, provide the optimal portfolios, improve the non-optimal alternatives, consider self-evaluation and peer-evaluation mechanisms, and make investment decisions under the extreme situations, respectively. Although these methods are different, they all have been constructed in the hesitant fuzzy environment and using the HFEs or the PHFEs.

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Cited in

(6)

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