Portfolio Selection under Independent Possibilistic Informaiton
作者： M. Inuiguchi , M. Sakawa
DOI: 10.1109/FUZZY.1996.551740
关键词:
摘要: This paper deals with a portfolio selection problem independently estimated possibilistic return rates. Under such circumstance, distributive investment has been regarded as good solution in the traditional theory. However, conventional approach yields concentrated solution. Considering reason why is advocated, new to possibdistic proposed.
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