A portfolio selection method based on possibility theory

被引：0
|
作者：
Zhang, Wei-Guo [1 ]
Chen, Qianqin
Lan, Hai-Lin
机构：
[1] S China Univ Technol, Sch Business Adm, Guangzhou 510641, Peoples R China
[2] Xi An Jiao Tong Univ, Sch Management, Xian 710049, Peoples R China
来源：
ALGORITHMIC ASPECTS IN INFORMATION AND MANAGEMENT, PROCEEDINGS | 2006年 / 4041卷
关键词：
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
This paper discusses the portfolio selection problem based on the possibilistic theory. The possibilistic portfolio model with general constraints to investment is proposed by means of possibilistic mean value and possibilistic variance. The conventional probabilistic mean-variance model can be simplified under the assumption that the returns of assets are triangular fuzzy numbers. Finally, a numerical example of the portfolio selection problem is given to illustrate our proposed effective means and approaches.
引用
收藏
页码：367 / 374
页数：8
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