A portfolio selection problem with type-2 fuzzy return based on possibility measure and interval programming

@article{Hasuike2009APS,
  title={A portfolio selection problem with type-2 fuzzy return based on possibility measure and interval programming},
  author={Takashi Hasuike and Hiroaki Ishii},
  journal={2009 IEEE International Conference on Fuzzy Systems},
  year={2009},
  pages={267-272}
}
This paper discusses a portfolio selection problem with type-2 fuzzy future returns involving interval numbers considering the investor's subjectivity. Since this proposed problem is not well-defined due to primary and secondary fuzziness, introducing the possibility measure that the total return is more than the target value, the main problem is transformed into the type-1 fuzzy programming problem with the interval value. Furthermore, using the hybrid solution approach based on the linearity… CONTINUE READING

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Decision making of a portfolio selection model based on fuzzy statistic test

The 6th International Conference on Soft Computing and Intelligent Systems, and The 13th International Symposium on Advanced Intelligence Systems • 2012
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