Usages of Fuzzy Returns on Markowitz’s Portfolio Selection

Author:

Rattanadamrongaksorn Tanarat,Sirisrisakulchai Jirakom,Sriboonjitta Songsak

Publisher

Springer International Publishing

Reference23 articles.

1. Markowitz, H.: Portfolio selection. J. Finance 7(1), 77–91 (1952)

2. Markowitz, H.: Portfolio Selection: Efficient Diversification of Investments. Cowles Foundation for Research in Economics at Yale University, Wiley (1959). Monograph

3. Zadeh, L.A.: Fuzzy sets. Inf. Control 8(3), 338–353 (1965)

4. Hahn, J., Todd, P., Van der Klaauw, W.: Identification and estimation of treatment effects with a regression-discontinuity design. Econometrica 69(1), 201–209 (2001)

5. Aubin, J.P.: Cooperative fuzzy games. Math. Oper. Res. 6(1), 1–13 (1981)

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2. Adjusting Beliefs via Transformed Fuzzy Prices;Econometrics for Financial Applications;2017-12-20

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