| 题名 |
Mean-Variance Model of Portfolio Selection with Fuzzy Return Rates |
| DOI |
10.6148/IJITAS.2011.04.01.01 |
| 作者 |
Hong-Xia Wang；Shou-Mei Li |
| 关键词 |
Mean-variance model ； Fuzzy return rates ； Portfolio selection ； Fuzzy number |
| 期刊名称 |
International Journal of Intelligent Technologies and Applied Statistics |
| 卷期/出版年月 |
4卷1期（2011 / 03 / 01） |
| 页次 |
1 - 17 |
| 内容语文 |
英文 |
| 英文摘要 |
In this paper, we propose a new definition of variance of fuzzy numbers and investigate its properties. Based on this new definition, the mean-variance model of portfolio selection is provided by considering the uncertain return rates of risky assets as fuzzy numbers. A numerical example is also presented to illustrate our new type of model. |
| 主题分类 |
基礎與應用科學 >
資訊科學 基礎與應用科學 > 統計 |
