Solutions for the Portfolio Selection Problem with Interval and Fuzzy Coefficients

Solutions for the Portfolio Selection Problem with Interval and Fuzzy Coefficients In this paper we consider portfolio selection problem with interval and fuzzy objective function coefficients as a kind of multiple objective problems including uncertainties. For this problem two kinds of efficient solutions are introduced: possibly efficient solution as an optimistic solution, necessarily efficient solution as a pessimistic solution. Investigating the properties of two efficiency conditions by means of preference cones and feasible region, we discuss that the two kinds of solutions can be identified with the sets of combinations of lower or upper bounds of intervals. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Reliable Computing Springer Journals

Solutions for the Portfolio Selection Problem with Interval and Fuzzy Coefficients

Loading next page...
 
/lp/springer_journal/solutions-for-the-portfolio-selection-problem-with-interval-and-fuzzy-PE0JYDFq6h
Publisher
Kluwer Academic Publishers
Copyright
Copyright © 2004 by Kluwer Academic Publishers
Subject
Mathematics; Numeric Computing; Approximations and Expansions; Computational Mathematics and Numerical Analysis; Mathematical Modeling and Industrial Mathematics
ISSN
1385-3139
eISSN
1573-1340
D.O.I.
10.1023/B:REOM.0000032120.83979.d4
Publisher site
See Article on Publisher Site

Abstract

In this paper we consider portfolio selection problem with interval and fuzzy objective function coefficients as a kind of multiple objective problems including uncertainties. For this problem two kinds of efficient solutions are introduced: possibly efficient solution as an optimistic solution, necessarily efficient solution as a pessimistic solution. Investigating the properties of two efficiency conditions by means of preference cones and feasible region, we discuss that the two kinds of solutions can be identified with the sets of combinations of lower or upper bounds of intervals.

Journal

Reliable ComputingSpringer Journals

Published: Oct 2, 2004

References

You’re reading a free preview. Subscribe to read the entire article.


DeepDyve is your
personal research library

It’s your single place to instantly
discover and read the research
that matters to you.

Enjoy affordable access to
over 18 million articles from more than
15,000 peer-reviewed journals.

All for just $49/month

Explore the DeepDyve Library

Search

Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly

Organize

Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.

Access

Get unlimited, online access to over 18 million full-text articles from more than 15,000 scientific journals.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

DeepDyve

Freelancer

DeepDyve

Pro

Price

FREE

$49/month
$360/year

Save searches from
Google Scholar,
PubMed

Create lists to
organize your research

Export lists, citations

Read DeepDyve articles

Abstract access only

Unlimited access to over
18 million full-text articles

Print

20 pages / month

PDF Discount

20% off