A note on portfolio selection based on weighted possibilistic mean and variance

MaRDI QIDQ3501919zbMATH OpenFDO

Authors Yanmei Yan, Dabuxilatu Wang

Publication date 3 June 2008

zbMATH Keywords

fuzzy numberportfolio selectionpossibilistic mean

Mathematics Subject Classification ID

Portfolio theory (91G10) Fuzzy sets and logic (in connection with information, communication, or circuits theory) (94D05)

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(3)

• Weighted portfolio selection for return rate with fuzzy number
• A note on ``Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
• Weighted portfolio selection models based on possibility theory

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