The portfolio problem with present value modelled by a discrete trapezoidal fuzzy number

DOI10.5277/ORD180104MaRDI QIDQ4553405zbMATH OpenOpenAlexFDO

Authors Krzysztof Piasecki, Joanna Siwek

Publication date 2 November 2018

Full work available at URL https://ideas.repec.org/a/wut/journl/v1y2018p57-74id1346.html

zbMATH Keywords

portfoliodiscount factorpresent valuediscrete trapezoidal fuzzy number

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial applications of other theories (91G80)

Recommendations

• The application of fuzzy number in portfolio
• Fuzzy mean-variance portfolio selection problems
• scientific article; zbMATH DE number 6000919
• The portfolio model based on fuzzy return rates
• A fuzzy portfolio selection methodology under investing constraints

Cited in

(1)

• Imprecision indexes of oriented fuzzy numbers

This page was built for publication: The portfolio problem with present value modelled by a discrete trapezoidal fuzzy number

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4553405)