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
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;
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
DOI :
10.1109/ICMLC.2009.5212651
