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  1. No Access

    Article

    A fuzzy portfolio selection method based on possibilistic mean and variance

    This paper deals with the portfolio selection problem when the returns of assets obey LR-type possibility distributions and there exist the limits on holdings. A new possibilistic mean–variance model to portfolio...

    Wei-Guo Zhang, Wei-Lin **ao, Ying-Luo Wang in Soft Computing (2009)

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    Chapter and Conference Paper

    A Class of Possibilistic Portfolio Selection Models and Algorithms

    In this paper, a crisp possibilistic variance and a crisp possibilistic covariance of fuzzy numbers are defined, which is different from the ones introduced by Carlsson and Fullér. The possibilistic portfolio ...

    Wei-Guo Zhang, Wen-An Liu, Ying-Luo Wang in Internet and Network Economics (2005)

  3. No Access

    Chapter and Conference Paper

    Portfolio Selection: Possibilistic Mean-Variance Model and Possibilistic Efficient Frontier

    There are many non-probabilistic factors that affect the financial markets. In this paper, the possibilistic mean-variance model of portfolio selection is presented under the assumption that the returns of ass...

    Wei-Guo Zhang, Ying-Luo Wang in Algorithmic Applications in Management (2005)