Possibilistic–Probabilistic Models and Methods of Portfolio Optimization
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-540-36247-0_9.pdf
Reference22 articles.
1. H. Markowitz. Portfolio selection: efficient diversification of investments. Wiley, New York 1959
2. L. A. Zadeh. Fuzzy sets as a basis for a theory of possibility, Fuzzy sets and systems 1 (1978) 3-28
3. D. Dubois, H. Prade. Possibility theory: an approach to computerized processing of uncertainty. Plenum, New York 1988
4. M. Inuiguchi, J. Ramik. Possibilistic linear programming: a brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem, Fuzzy sets and systems 111 (2000) 3-28
5. M. Inuiguchi, T. Tanino. Portfolio selection under independent possibilistic information, Fuzzy sets and systems 115 (2001) 83-92
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