A portfolio selection method based on possibility theory

被引：0
作者：
Zhang, Wei-Guo [1 ]
Chen, Qianqin
Lan, Hai-Lin
机构：
[1] S China Univ Technol, Sch Business Adm, Guangzhou 510641, Peoples R China
[2] Xi An Jiao Tong Univ, Sch Management, Xian 710049, Peoples R China
来源：
ALGORITHMIC ASPECTS IN INFORMATION AND MANAGEMENT, PROCEEDINGS | 2006年 / 4041卷
关键词：
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
This paper discusses the portfolio selection problem based on the possibilistic theory. The possibilistic portfolio model with general constraints to investment is proposed by means of possibilistic mean value and possibilistic variance. The conventional probabilistic mean-variance model can be simplified under the assumption that the returns of assets are triangular fuzzy numbers. Finally, a numerical example of the portfolio selection problem is given to illustrate our proposed effective means and approaches.
引用
收藏
页码：367 / 374
页数：8
相关论文
共 50 条
  • [21] A motion estimation method based on possibility theory
    Sojka, Eduard
    2006 IEEE International Conference on Image Processing, ICIP 2006, Proceedings, 2006, : 1241 - 1244
  • [22] New method of registration based on the theory of possibility
    Ben Marzouka, Wissal
    Solaiman, Basel
    Bsaies, Khaled
    Ben Dhief, Zouhour
    Hammouda, Atef
    2018 4TH INTERNATIONAL CONFERENCE ON ADVANCED TECHNOLOGIES FOR SIGNAL AND IMAGE PROCESSING (ATSIP), 2018,
  • [23] FEATURES SELECTION AND POSSIBILITY THEORY
    DIGESU, V
    MACCARONE, MC
    PATTERN RECOGNITION, 1986, 19 (01) : 63 - 72
  • [24] PORTFOLIO SELECTION: A GAME THEORY BASED MODEL FOR SUPERIOR PERFORMANCE
    Sikalo, Mirza
    Arnaut-Berilo, Almira
    Zaimovic, Azra
    PROCEEDINGS OF FEB ZAGREB 12TH INTERNATIONAL ODYSSEY CONFERENCE ON ECONOMICS AND BUSINESS, 2021, 2021, 3 : 752 - 768
  • [25] TRANSACTIONS COSTS AND THEORY OF PORTFOLIO SELECTION
    GOLDSMITH, D
    JOURNAL OF FINANCE, 1976, 31 (04) : 1127 - 1139
  • [26] THEORY OF PORTFOLIO SELECTION - RYAN,TM
    RYAN, RJ
    MANCHESTER SCHOOL OF ECONOMIC AND SOCIAL STUDIES, 1979, 47 (02): : 186 - 187
  • [27] Game theory approach for portfolio selection
    Liu, S.C.
    Wang, S.Y.
    Qiu, W.H.
    Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2001, 21 (05):
  • [28] TESTING A STANDARD THEORY OF PORTFOLIO SELECTION
    HONOHAN, P
    OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 1980, 42 (01) : 17 - 35
  • [29] THEORY OF PORTFOLIO SELECTION - RYAN,TM
    DRYDEN, MM
    ECONOMIC JOURNAL, 1979, 89 (355) : 693 - 695
  • [30] Research on Mean-Variance-Efficiency Portfolio of Fuzzy DEA Based on Possibility Theory
    Huang, Cuirong, 2021, International Association of Engineers (48)
12345