Multi-period portfolio optimization using coherent fuzzy numbers in a credibilistic environment

P Gupta, MK Mehlawat, AZ Khan - Expert systems with applications, 2021 - Elsevier
In this paper, we use an extension of fuzzy numbers, called coherent fuzzy numbers, to
model asset returns and an investor's perception of the stock market (pessimistic, optimistic …
被引用次数：45 相关文章

Multi-period portfolio optimization using coherent fuzzy numbers in a credibilistic environment

P Gupta, MK Mehlawat, AZ Khan - 2021 - dl.acm.org
In this paper, we use an extension of fuzzy numbers, called coherent fuzzy numbers, to
model asset returns and an investor's perception of the stock market (pessimistic, optimistic …