Score-hesitation trade-off and portfolio selection under intuitionistic fuzzy environment
Author:
Affiliation:
1. Department of Financial Investment; School of Finance, Yunnan University of Finance and Economics; Kunming China
2. Department of Management Science and Systems Engineering; Business School, Sichuan University; Chengdu China
Funder
National Natural Science Foundation of China
Applied Basic Research Programs of Science and Technology Commission of Yunnan Province
Publisher
Wiley
Subject
Artificial Intelligence,Human-Computer Interaction,Theoretical Computer Science,Software
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/int.22052/fullpdf
Reference40 articles.
1. Portfolio selection;Markowitz;J Finance,1952
2. The elimination form of the inverse and its application to linear programming;Markowitz;Manage Sci,1957
3. Simple criteria for optimal portfolio selection;Elton;J Finance,1976
4. Lifetime portfolio selection under uncertainty: the continuous-time case;Merton;Rev Econ Statist,1969
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