A novel portfolio selection model with investors' subjective attitudes based on fuzzy random variables

2016 ◽  
Author(s):  
Wei Sun ◽  
Weiguo Zhang ◽  
Weijun Xu
Keyword(s):  
Portfolio Selection ◽  
Random Variables ◽  
Selection Model ◽  
Fuzzy Random Variables ◽  
Portfolio Selection Model ◽  
Fuzzy Random

Optimization Of Mean-Semivariance-Skewness Portfolio Selection Model In Fuzzy Random Environment

2010 ◽  
Author(s):  
Amitava Chatterjee ◽  
Rupak Bhattacharyya ◽  
Supratim Mukherjee ◽  
Samarjit Kar ◽  
Swapan Paruya ◽  
...  
Keyword(s):  
Portfolio Selection ◽  
Random Environment ◽  
Selection Model ◽  
Portfolio Selection Model ◽  
Fuzzy Random

scholarly journals Several Limit Theorems on Fuzzy Quantum Space

Mathematics ◽  
2021 ◽  
Vol 9 (4) ◽  
pp. 438
Author(s):  
Viliam Ďuriš ◽  
Renáta Bartková ◽  
Anna Tirpáková
Keyword(s):  
Financial Markets ◽  
Incomplete Data ◽  
Extreme Values ◽  
Random Variables ◽  
Consumer Electronics ◽  
Financial Risks ◽  
Quantum Space ◽  
Fuzzy Random Variables ◽  
Scientific Disciplines ◽  
Fuzzy Random

The probability theory using fuzzy random variables has applications in several scientific disciplines. These are mainly technical in scope, such as in the automotive industry and in consumer electronics, for example, in washing machines, televisions, and microwaves. The theory is gradually entering the domain of finance where people work with incomplete data. We often find that events in the financial markets cannot be described precisely, and this is where we can use fuzzy random variables. By proving the validity of the theorem on extreme values of fuzzy quantum space in our article, we see possible applications for estimating financial risks with incomplete data.

scholarly journals Fuzzy random variables

1986 ◽  
Vol 114 (2) ◽  
pp. 409-422 ◽  
Author(s):  
Madan L Puri ◽  
Dan A Ralescu
Keyword(s):  
Random Variables ◽  
Fuzzy Random Variables ◽  
Fuzzy Random
Sign in / Sign up

Export Citation Format

Share Document