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A Portfolio Selection Problem With Possibilistic Approach
A Portfolio Selection Problem With Possibilistic Approach
Supian Sudradjat , Ciprian Popescu and Manuela Ghica
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Fuzzy theory, Portfolio selection, Possibilistic mean value, Possibilistic theory, VaR, Weighted possibilistic mean
Supian Sudradjat , Ciprian Popescu and Manuela Ghica
Unpad
Inggris
Unpad
Fuzzy theory, Portfolio selection, Possibilistic mean value, Possibilistic theory, VaR, Weighted possibilistic mean
We consider a mathematical programming model with probabilistic con-straints and we solve it by transforming this problem into a multiple objective linear programming problem. Also we obtain some results by using the approach of crisp weighted possibilistic mean value of fuzzy number.
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