Fuzzy linear constraints in the capital asset pricing model

DOI10.1016/0165-0114(89)90073-0zbMath0664.90008OpenAlexW1989563711MaRDI QIDQ1115786

Ralf Oestermark

Publication date: 1989

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-0114(89)90073-0

zbMATH Keywords

imprecisionportfolio managementcapital asset pricingfuzzy linear policy constraintspolicy constraints augmented problem

Mathematics Subject Classification ID

Related Items (7)

Recursive portfolio management: Large-scale evidence from two Scandinavian stock markets ⋮ Using Fuzzy Set Theory to Analyse Investments and Select Portfolios of Tangible Investments in Uncertain Environments ⋮ Duality in fuzzy linear programming: a survey ⋮ A fuzzy goal programming approach to portfolio selection ⋮ Fuzzy linear programming and applications ⋮ The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model ⋮ Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies

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• Fuzzy programming and linear programming with several objective functions
• SENSITIVITY ANALYSIS OF FUZZY LINEAR PROGRAMS: AN APPROACH TO PARAMETRIC INTERDEPENDENCE

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