In this paper, we discuss a portfolio selection problem in a fuzzy random decision system. A new type of portfolio selection model is proposed based on ...
Therefore in this paper, we propose a random fuzzy portfolio selection problem. The formulated problem is transformed into a nonlinear programming problem.
In Section 2, we introduce random fuzzy variables and propose the random fuzzy portfolio selection problem based on the basic portfolio selection problem.
This paper considers an entropy model of portfolio selection problem with fuzzy random variables to future returns. Since standard mean-variance portfolio ...
The results show that the evolutionary method of this paper with harmony search algorithm, can consistently handle the practical portfolio selection problem.
Fuzzy Random λ-Mean SAD Portfolio Selection Problem - NASA ADS
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In this paper the return of security is assumed to be Fuzzy Random Variable Set (FRVS), where returns are set of random numbers which are in turn fuzzy numbers.
In this paper, we discuss a portfolio selection problem in a fuzzy random decision system. A new type of portfolio selection model is proposed based on ...
We study the properties of the developed approach using critical examples of portfolios with interval and fuzzy valued returns.
This paper considers several portfolio selection problems including probabilistic future returns with ambiguous expected returns assumed as random fuzzy ...
This paper considers an entropy model of portfolio selection problem with fuzzy random variables to future returns. Since standard mean-variance portfolio ...