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- W79463325 abstract "Though randomness and fuzziness are two basic types of uncertain phenomena, uncertainty in real life is varied. Sometimes, uncertainty behaves neither randomly nor fuzzily. For example, the occurrence chance of a security price falling in the interval of [100, 110] is 30%, and the occurrence chance of the security price in the interval of [110, 120] is 20%. Then what is the occurrence chance of the security price in the interval of [100, 120]? A survey shows that some people believe that the occurrence chance should be in somewhere that is not less than 30% but not greater than 50%. In this case, the security price is neither random nor fuzzy. Uncertainty theory which is founded by Liu [60] in 2007 provides a new tool to handle this type of uncertainty. Uncertain portfolio selection, a new topic introduced by Huang [42], deals with portfolio selection by means of uncertainty theory when portfolio return is neither random nor fuzzy." @default.
- W79463325 created "2016-06-24" @default.
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- W79463325 date "2010-01-01" @default.
- W79463325 modified "2023-09-26" @default.
- W79463325 title "Uncertain Portfolio Selection" @default.
- W79463325 doi "https://doi.org/10.1007/978-3-642-11214-0_4" @default.
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