LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve

Autor:	Rouhollah Mehralizade, Akbar Mehralizade
Rok vydání:	2022
Předmět:	Artificial Intelligence Control and Systems Engineering Software Information Systems
Zdroj:	International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems. 30:231-261
ISSN:	1793-6411 0218-4885
DOI:	10.1142/s0218488522500106
Popis:	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 criterion that as a risk measure provides information about all the likely losses, and at any level of loss, the investor will be able to choose the maximum of her or his tolerable loss. And in the end, a case study of the Tehran stock exchange is presented for the sake of illustration.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::92b5e6c93bdb307e82811e496da4bb1b https://doi.org/10.1142/s0218488522500106 Zobrazit plný text záznamu