Application of possibility theory to investment decisions

DOI10.1007/s10700-007-9023-9zbMath1136.91365OpenAlexW2036898970MaRDI QIDQ928180

C. R. Bector, S. K. Bhatt, S. S. Appadoo

Publication date: 11 June 2008

Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10700-007-9023-9

zbMATH Keywords

UncertaintyAdaptive Fuzzy numbersDecision making problemPossibilistic momentsVagueness

Mathematics Subject Classification ID

Related Items (13)

Interval and fuzzy average internal rate of return for investment appraisal ⋮ A POSSIBILISTIC APPROACH TO INVESTMENT DECISION MAKING ⋮ Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing ⋮ Corporate investment appraisal with possibilistic CAPM ⋮ Unnamed Item ⋮ Pricing of minimum guarantees in life insurance contracts with fuzzy volatility ⋮ Extending and relating different approaches for solving fuzzy quadratic problems ⋮ Possibilistic fuzzy net present value model and application ⋮ A measure based approach to the fusion of possibilistic and probabilistic uncertainty ⋮ Fuzzy costs in quadratic programming problems ⋮ Options pricing with time changed Lévy processes under imprecise information ⋮ Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model ⋮ Possibilistic characterization of (m,n) -Trapezoidal fuzzy numbers with applications

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