论文信息 - Portfolio selection under independent possibilistic information

Portfolio selection under independent possibilistic information

This paper deals with a portfolio selection problem with independently estimated possibilistic return rates. Under such a circumstance, a distributive investment has been regarded as a good solution in the traditional portfolio theory. However, the conventional possibilistic approach yields a concentrated investment solution. Considering the reason why a distributive investment is advocated, a new approach to the possibilistic portfolio selection is proposed.

Masahiro Inuiguchi | Tetsuzo Tanino | M. Inuiguchi | T. Tanino

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