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- W2049919793 abstract "In this paper, we introduce the definitions of the possibilistic mean, variance and covariance of multiplication of fuzzy numbers, and show some properties of these definitions. Then, we apply these definitions to build the possibilistic models of portfolio selection under the situations involving uncertainty over the time horizon, by considering the portfolio selection problem from the point of view of possibilistic analysis. Moreover, numerical experiments with real market data indicate that our approach results in better portfolio performance." @default.
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- W2049919793 date "2009-10-01" @default.
- W2049919793 modified "2023-10-14" @default.
- W2049919793 title "On the possibilistic mean value and variance of multiplication of fuzzy numbers" @default.
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- W2049919793 doi "https://doi.org/10.1016/j.cam.2009.06.016" @default.
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