Two new models for portfolio selection with stochastic returns taking fuzzy information

2007 ◽  
Vol 180 (1) ◽  
pp. 396-405 ◽  
Author(s):  
Xiaoxia Huang
2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
Weiyi Qian ◽  
Mingqiang Yin

This paper researches portfolio selection problem in fuzzy environment. We introduce a new simple method in which the distance between fuzzy variables is used to measure the divergence of fuzzy investment return from a prior one. Firstly, two new mathematical models are proposed by expressing divergence as distance, investment return as expected value, and risk as variance and semivariance, respectively. Secondly, the crisp forms of the new models are also provided for different types of fuzzy variables. Finally, several numerical examples are given to illustrate the effectiveness of the proposed approach.


2019 ◽  
Vol 168 ◽  
pp. 28-38 ◽  
Author(s):  
Xiaoyang Zhou ◽  
Liqin Wang ◽  
Huchang Liao ◽  
Shouyang Wang ◽  
Benjamin Lev ◽  
...  

Author(s):  
Zhexuan Zhou ◽  
Xiangqian Xu ◽  
Yajie Dou ◽  
Yuejin Tan ◽  
Jiang Jiang

1975 ◽  
Vol 20 (5) ◽  
pp. 431-432
Author(s):  
ANTHONY G. GREENWALD

1969 ◽  
Vol 14 (8) ◽  
pp. 421-423 ◽  
Author(s):  
W. ROBERT DIXON

1995 ◽  
Author(s):  
Chen-Fu Chien ◽  
Francois Sainfort

2016 ◽  
pp. 5-33 ◽  
Author(s):  
V. Mau

The paper deals with 2015 trends and challenges for social and economic policy in the nearest future. The analysis of global crisis includes: uneven developments in the leading advanced and emerging economies; new models of economic growth which look differently in different countries; prospects of globalization and challenges of ‘regional globalization’; currency configurations of the future; energy prices dynamics and its influence on political and economic prospects of particular states. Current challenges are discussed in the context of previous 30 years. Among the main topics on Russia, there are approaches to a new growth model, structural transformation (including import substitution issues), economic dynamics, budget and monetary outlines, social issues. The priorities of economic policy are also considered.


2020 ◽  
pp. 84-107
Author(s):  
Vera Borges ◽  
Luísa Veloso

In the wake of the 2008 global financial and economic crisis, new forms of work organization emerged in Europe. Following this trend, Portugal has undergone a reconfiguration of its artistic organizations. In the performing arts, some organiza-tions seem to have crystalized and others are reinventing their artistic mission. They follow a plurality of organizational patterns and resilient profiles framed by cyclical, structural and occupational changes. Artistic organizations have had to adopt new models of work and seek new opportunities to try out alternatives in order to deal, namely, with the constraints of the labour market. The article anal-yses some of the restructuring processes taking place in three Portuguese artistic organizations, focusing on their contexts, individual trajectories and collective missions for adapting to contemporary challenges of work in the arts. We conclude that organizations are a key domain for understanding the changes taking place.


2016 ◽  
Author(s):  
Mari I. Suominen ◽  
Urs B. Hagemann ◽  
Yvonne Konkol ◽  
Jenni Bernoulli ◽  
Katja M. Fagerlund ◽  
...  

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