An integrated fuzzy-grey relational analysis approach to portfolio optimization

This paper combines two approaches (Fuzzy set theory and Grey Relational Analysis) for modelling an investor’s imprecise linguistic expectations and the uncertain returns of assets. We propose a novel maximization-type risk measure capable of incorporating the investor’s individual preferences. The...

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Detalles Bibliográficos
Autores principales: Mehlawat, Mukesh Kumar, Gupta, Pankaj, Khan, Ahmad Zaman
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9162119/
https://www.ncbi.nlm.nih.gov/pubmed/35668824
http://dx.doi.org/10.1007/s10489-022-03499-z

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9162119/
https://www.ncbi.nlm.nih.gov/pubmed/35668824
http://dx.doi.org/10.1007/s10489-022-03499-z

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