On the possibilistic mean value and variance of multiplication of fuzzy numbers

DOI10.1016/j.cam.2009.06.016zbMath1179.91231OpenAlexW2049919793MaRDI QIDQ843139

Wei Chen, Shaohua Tan

Publication date: 29 September 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.06.016

zbMATH Keywords

portfolio selectionpossibilistic variancepossibilistic mean valuemultiplication of fuzzy numbers

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Portfolio theory (91G10) Fuzzy probability (60A86)

Related Items (4)

Approximation based fuzzy multi-objective models with expected objectives and chance constraints: application to earth-rock work allocation ⋮ Imprecise set and fuzzy valued probability ⋮ Some novel inequalities for fuzzy variables on the variance and its rational upper bound ⋮ Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions

Cites Work

• Unnamed Item
• Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
• Fuzzy real algebra: Some results
• A new fuzzy arithmetic
• The canonical representation of multiplication operation on triangular fuzzy numbers
• A possibilistic approach to selecting portfolios with highest utility score
• Algorithmic Applications in Management
• On possibilistic mean value and variance of fuzzy numbers

This page was built for publication: On the possibilistic mean value and variance of multiplication of fuzzy numbers