Modeling Portfolio Optimization Problem by Probability-Credibility Equilibrium Risk Criterion
Modeling Portfolio Optimization Problem by Probability-Credibility Equilibrium Risk Criterion
About this item
Full title
Author / Creator
Wang, Ye , Liu, Y. K. and Chen, Yanju
Publisher
Cairo, Egypt: Hindawi Publishing Corporation
Journal title
Language
English
Formats
Publication information
Publisher
Cairo, Egypt: Hindawi Publishing Corporation
Subjects
More information
Scope and Contents
Contents
This paper studies the portfolio selection problem in hybrid uncertain decision systems. Firstly the return rates are characterized by random fuzzy variables. The objective is to maximize the total expected return rate. For a random fuzzy variable, this paper defines a new equilibrium risk value (ERV) with credibility level beta and probability lev...
Alternative Titles
Full title
Modeling Portfolio Optimization Problem by Probability-Credibility Equilibrium Risk Criterion
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_proquest_miscellaneous_1855377280
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1855377280
Other Identifiers
ISSN
1024-123X
E-ISSN
1563-5147
DOI
10.1155/2016/9461021
