Portfolio selection based on fuzzy probabilities and possibility distributions-Reference-Cited by-同舟云学术

Portfolio selection based on fuzzy probabilities and possibility distributions

Published:2000-05 Issue:3 Volume:111 Page:387-397
ISSN:0165-0114
Container-title:Fuzzy Sets and Systems
language:en
Short-container-title:Fuzzy Sets and Systems

Author:

Tanaka Hideo,Guo Peijun,Türksen I.Burhan

Publisher

Elsevier BV

Subject

Artificial Intelligence,Logic

Reference13 articles.

1. Possibility Theory;Dubois,1988

2. Portfolio Selection: Efficient Diversification of Investments;Markowitz,1959

3. Fuzzy data analysis by possibilistic linear models;Tanaka;Fuzzy Sets and Systems,1987

4. H. Tanaka, P. Guo, Portfolio selection method based on possibility distributions, Proc. 14th Internat. Conf. on Production Research, vol. 2, 1997, pp. 1538–1541.

5. H. Tanaka, P. Guo, H.-J. Zimmermann, Possibility distributions of fuzzy variables in fuzzy linear programming problems, Proc. 7th Internat. Fuzzy Systems Association World Congress, vol. 3, 1997, pp. 48–52.

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