The revised algorithms of fuzzy variance and an application to portfolio selection
From MaRDI portal
Publication:2380340
DOI10.1007/s00500-009-0407-3zbMath1183.62183MaRDI QIDQ2380340
Publication date: 26 March 2010
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-009-0407-3
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G10: Portfolio theory
62E86: Fuzziness in connection with statistical distributions
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Fuzzy measures for correlation coefficient of fuzzy numbers
- Possibilistic decisions and fuzzy statistical tests
- An extension to fuzzy MCDM
- A review of some methods for ranking fuzzy subsets
- Fuzzy sets and statistical data
- Fuzzy random variables - I. Definitions and theorems
- Chandrasekhar algorithms for linear time varying distributed systems
- Fuzzy arithmetic with requisite constraints
- Correlation of fuzzy sets
- On statistical inference for fuzzy data with applications to descriptive statistics
- On weighted possibilistic mean and variance of fuzzy numbers
- The fuzzy mathematics of finance
- The fuzzy estimators of fuzzy parameters based on fuzzy random variables
- Defuzzification: criteria and classification
- Probability measures of fuzzy events
- Fuzzy measures for a correlation coefficient of fuzzy numbers under \(T_{\text W}\)(the weakest t-norm)-based fuzzy arithmetic operations
- Operations on fuzzy numbers
- Fuzzy sets
- Fuzzy random variables
- \(C_{pk}\) index estimation using fuzzy numbers.
- Reasonable properties for the ordering of fuzzy quantities. I
- Reasonable properties for the ordering of fuzzy quantities. II
- The variance and covariance of fuzzy random variables and their applications
- On possibilistic mean value and variance of fuzzy numbers
