Fuzzy Expected Value-Deviation Portfolio Selection with Riskless Asset Based on Credibility Measures

This paper explores a problem whether a portfolio should contain a riskless asset in fuzzy environment based on credibility theory. From a novel perspective, we use the fuzzy deviation together with value function (value-deviation) as a novel portfolio risk measurement. In the light of credibility t...

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Veröffentlicht in:	IAENG international journal of computer science 2020-11, Vol.47 (4), p.699
Hauptverfasser:	Deng, Xue, Yuan, Yongkang
Format:	Artikel
Sprache:	eng
Schlagworte:	Credibility Deviation Expected values Fuzzy logic Fuzzy sets Genetic algorithms
Online-Zugang:	Volltext
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