New methods for portfolio selection problem with fuzzy random variable returns

2015 ◽  
Vol 22 (3) ◽  
pp. 287
Author(s):  
Javad Nematian
Keyword(s):  
Portfolio Selection ◽  
Fuzzy Random Variable ◽  
Random Variable ◽  
Selection Problem ◽  
Portfolio Selection Problem ◽  
New Methods ◽  
Fuzzy Random

Fuzzy Random λ-Mean SAD Portfolio Selection Problem: An Ant Colony Optimization Approach

2010 ◽  
Author(s):  
Gour Sundar Mitra Thakur ◽  
Rupak Bhattacharyya ◽  
Swapan Kumar Mitra ◽  
Swapan Paruya ◽  
Samarjit Kar ◽  
...  
Keyword(s):  
Ant Colony Optimization ◽  
Portfolio Selection ◽  
Ant Colony ◽  
Selection Problem ◽  
Optimization Approach ◽  
Portfolio Selection Problem ◽  
Fuzzy Random

UNCERTAIN DECISION MAKING AND ITS APPLICATION TO PORTFOLIO SELECTION PROBLEM

2014 ◽  
Vol 22 (01) ◽  
pp. 113-123 ◽  
Author(s):  
KAI YAO ◽  
XIAOYU JI
Keyword(s):  
Decision Making ◽  
Decision Theory ◽  
Utility Function ◽  
Portfolio Selection ◽  
Expected Utility ◽  
Random Variable ◽  
Uncertain Variable ◽  
Selection Problem ◽  
Portfolio Selection Problem ◽  
Objective Uncertainty

In the traditional decision theory, choice with undetermined consequence is usually regarded as random variable, which usually describes objective uncertainty. This paper first considers the human uncertainty in making decisions, and employs uncertain variable to describe the choice. Utility function is also employed in the paper, and expected utility is introduced as a criterion to rank the choices. At last, in order to illustrate the uncertain decision making method, a portfolio selection problem is considered.

Development of Robust Random Variable for Portfolio Selection Problem

2018 ◽  
Vol 17 (4) ◽  
pp. 632-641
Author(s):  
Alireza Ghahtarani ◽  
Majid Sheikhmohammady ◽  
Amir Abbas Najafi
Keyword(s):  
Portfolio Selection ◽  
Random Variable ◽  
Selection Problem ◽  
Portfolio Selection Problem

A DOWNSIDE RISK APPROACH FOR THE PORTFOLIO SELECTION PROBLEM WITH FUZZY RETURNS

2004 ◽  
Vol 09 (01) ◽  
Author(s):  
Teresa León ◽  
Vicente Liern ◽  
Paulina Marco ◽  
Enriqueta Vercher ◽  
José Vicente Segura
Keyword(s):  
Portfolio Selection ◽  
Downside Risk ◽  
Selection Problem ◽  
Portfolio Selection Problem ◽  
Risk Approach
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