- 期刊
Mean-Variance Model of Portfolio Selection with Fuzzy Return Rates
並列摘要
In this paper, we propose a new definition of variance of fuzzy numbers and investigate its properties. Based on this new definition, the mean-variance model of portfolio selection is provided by considering the uncertain return rates of risky assets as fuzzy numbers. A numerical example is also presented to illustrate our new type of model.
被引用紀錄
Zeng, Y. C. (2013). 建立線上消費者評論之有用意見模型 [master's thesis, Chaoyang University of Technology]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0078-2712201314042500
延伸閱讀
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