The Portfolio Problem with Present Value Modelled by a Discrete Trapezoidal Fuzzy Number
A multi-asset portfolio in the case of its present value estimated by a discrete trapezoidal fuzzy number has been assessed. The benefits of owning a security have been evaluated according to an expected fuzzy discount factor. The ambiguity risk has been assessed by an energy measure and indistinctn...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wrocław University of Science and Technology
2018-01-01
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| Series: | Operations Research and Decisions |
| Online Access: | http://orduser.pwr.wroc.pl/DownloadFile.aspx?aid=1346 |