The Weighted Possibilistic Mean Variance and Covariance of Fuzzy Numbers
Journal Title: Journal of Applied Quantitative Methods - Year 2007, Vol 2, Issue 3
Abstract
In the context of Markowitz portfolio selection problem (Markowitz,1959), this paper develops a “weighted” possibilistic mean-variance and covariance portfolio selection model. In the process of selecting a portfolio, this work is concerned with the choice of the portfolio (Markowitz,1952).
Authors and Affiliations
Supian SUDRADJAT
Keywords
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