Optimizing fuzzy portfolio selection problems by parametric quadratic programming

  title={Optimizing fuzzy portfolio selection problems by parametric quadratic programming},
  author={Xiao-Li Wu and Yian-Kui Liu},
  journal={FO & DM},
This paper develops a robust method to describe fuzzy returns by employing parametric possibility distributions. The parametric possibility distributions are obtained by equivalent value (EV) reduction methods. For common type-2 triangular and trapezoidal fuzzy variables, their reduced fuzzy variables are studied in the current development. The parametric possibility distributions of reduced fuzzy variables are first derived, then the second moment formulas for the reduced fuzzy variables are… CONTINUE READING
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