Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Rouhollah Mehralizade"'
Publikováno v:
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems. 30:231-261
In this paper, finding the optimal LR mixed fuzzy random portfolio that is a portfolio that contains some candidate securities with random return rates and some securities with LR fuzzy return rates is investigated. Besides, it is done by a new crite
Publikováno v:
Soft Computing. 25:9789-9810
It is possible in a stock exchange that some candidate securities possess sufficient transaction data, and some others are newly listed and lack enough data. If an investor wants to choose a portfolio that contains two types of securities mentioned,
Publikováno v:
Soft Computing. 24:13331-13345
This paper discusses the uncertain random portfolio selection problem when there are some existing risky securities which have enough historical data and some newly listed ones with insufficient data in the portfolio. So far, in the field of uncertai