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- W2897797037 abstract "Dynamic portfolio allocation is discussed in asset management with fuzziness. By perception-based extension for fuzzy random variables, a dynamic portfolio model with value-at-risks of fuzzy random variables is introduced. By dynamic programming and mathematical programming, this paper derives analytical solutions for the optimization problem. A numerical example is given to discuss the results." @default.
- W2897797037 created "2018-10-26" @default.
- W2897797037 creator A5057069621 @default.
- W2897797037 date "2018-07-01" @default.
- W2897797037 modified "2023-09-26" @default.
- W2897797037 title "Maximization of Returns under Value-at-Risk Constraints in Dynamic Fuzzy Asset Allocation" @default.
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- W2897797037 doi "https://doi.org/10.1109/fuzz-ieee.2018.8491675" @default.
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