DocumentCode
499119
Title
Portfolio selection with credibility criterion
Author
Wu, Chang-li ; Wang, Yan-qing ; Huang, Cai-ying
Author_Institution
Sch. of Economic & Manage., Hebei Univ. of Sci. & Technol., Shijiazhuang, China
Volume
5
fYear
2009
fDate
12-15 July 2009
Firstpage
2620
Lastpage
2624
Abstract
The problems of portfolio selection with credibility criterion are investigated. They are maximized the possibility (necessary or credibility) that the return rate of portfolio is no less than a given expected rate. The crisp equivalents are given under the condition that the return rate of security is triangular fuzzy variable. Finally illustrative examples are given.
Keywords
fuzzy set theory; investment; stock markets; credibility criterion; portfolio return rate; portfolio selection; security return rate; triangular fuzzy variable; Conference management; Cybernetics; Engineering management; Forward contracts; Linear programming; Machine learning; National electric code; Portfolios; Security; Technology management; Credibility criterion; Credibility measure; Necessity measure; Portfolio selection; Possibility measure;
fLanguage
English
Publisher
ieee
Conference_Titel
Machine Learning and Cybernetics, 2009 International Conference on
Conference_Location
Baoding
Print_ISBN
978-1-4244-3702-3
Electronic_ISBN
978-1-4244-3703-0
Type
conf
DOI
10.1109/ICMLC.2009.5212651
Filename
5212651
Link To Document