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- W2944244479 abstract "Classical Mean-Variance model pioneered by Markowitz 1952 has proposed the model to be one of the most important researches in modern finance. However the classical Markowitz's Mean-Variance method does not match to represent the practicality of the uncertainties in stock market problem in portfolios. Seven types of extended mean-variance method of portfolio selection model based on the possibilitic return and possibilistic risk is presented in this paper. The returns of assets obey trapezoidal and pentagonal fuzzy numbers. The objective of this paper is to compare the optimal portfolio composition and performance using trapezoidal, pentagonal fuzzy numbers by considering whether the data is assumed normal, using real distribution and follow the trading day situations. A numerical example is presented to illustrate the usability of the model. The result will provide on how the investors could improve on their investment strategy." @default.
- W2944244479 created "2019-05-16" @default.
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- W2944244479 date "2019-04-01" @default.
- W2944244479 modified "2023-09-25" @default.
- W2944244479 title "Several Extended Mean-variance Fuzzy Portfolio Selection Models Based on Possibility Theory" @default.
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- W2944244479 doi "https://doi.org/10.1088/1742-6596/1212/1/012027" @default.
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