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Possibility portfolio selection
Proceedings of 1995 IEEE International Conference on Fuzzy Systems. The International Joint Conference of the Fourth IEEE International Conference on Fuzzy Systems and The Second International Fuzzy Engineering Symposium, 2002This paper deals with an exponential possibility distribution and its application to portfolio selection problems. The proposed method for possibility portfolio selection is based on a possibility distribution whereas conventional portfolio selection is based on a probability distribution.
H. Tanaka, H. Nakayama, A. Yanagimoto
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Behavioral Aspects in Portfolio Selection
2021We introduce elements of Cumulative Prospect Theory into the portfolio selection problem and then compare stock portfolios selected under the behavioral approach with those selected according to classical approaches, such as Mean Variance and Mean Absolute Deviation ones.
Barro, Diana +2 more
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Fuzzy Logic in Portfolio Selection
2021This chapter deals with possibilities of using fuzzy logic in the process of selecting stocks for the portfolio. Often investors observe specific cognitive uncertainty problems within the portfolio selection. This is where fuzzy logic can help with the final decision.
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DYNAMIC PORTFOLIO SELECTION WITH UNCERTAINTY
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2009How to make a prompt decision for uncertainty investment is always a key problem in financial market. In this paper, we present a new dynamic portfolio selection strategy in stock market. The investor is assumed to seek an investment strategy that will maximize his/her final wealth and minimize the total risk.
Yu, Mei +3 more
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International Journal of Mathematical Education in Science and Technology, 1983
Optimal Portfolio Theory, as developed during the last twenty‐seven years, represents an important application of mathematics to a very useful field and as such should find its proper place in the education of mathematicians, economists, actuaries, business managers, scientists and engineers.
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Optimal Portfolio Theory, as developed during the last twenty‐seven years, represents an important application of mathematics to a very useful field and as such should find its proper place in the education of mathematicians, economists, actuaries, business managers, scientists and engineers.
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Probabilistic Portfolio Selection
2010Probabilistic portfolio selection handles portfolio selection problem with random returns by means of probability theory. It was researched earliest and began to get rapid development since Markowitz in 1952. Before Markowitz, there were no measurable terms for risk.
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2010
Though randomness and fuzziness are two basic types of uncertain phenomena, uncertainty in real life is varied. Sometimes, uncertainty behaves neither randomly nor fuzzily. For example, the occurrence chance of a security price falling in the interval of [100, 110] is 30%, and the occurrence chance of the security price in the interval of [110, 120] is
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Though randomness and fuzziness are two basic types of uncertain phenomena, uncertainty in real life is varied. Sometimes, uncertainty behaves neither randomly nor fuzzily. For example, the occurrence chance of a security price falling in the interval of [100, 110] is 30%, and the occurrence chance of the security price in the interval of [110, 120] is
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Credibilistic Portfolio Selection
2010Credibilistic portfolio selection deals with fuzzy portfolio selection by means of credibility theory. Fuzzy portfolio selection problem was researched from 1990s. Early researchers employed possibility as the basic measure of the occurrence of a fuzzy event and most of them devoted themselves to extending Markowitz’s mean-variance selection idea ...
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2016
The portfolio selection problem exists in a variety of forms. In this chapter the main types of the portfolio selection problem from the literature are classified and presented as mathematical programs. The types are introduced from the perspective of an investor who buys and sells shares of assets at time instants. To derive a classification structure
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The portfolio selection problem exists in a variety of forms. In this chapter the main types of the portfolio selection problem from the literature are classified and presented as mathematical programs. The types are introduced from the perspective of an investor who buys and sells shares of assets at time instants. To derive a classification structure
openaire +1 more source