21 search results - page 1 / 5 » A Fuzzy Index Tracking Portfolio Selection Model |
ICCS
2005
Springer
13 years 10 months ago
2005
Springer
The investment strategies can be divided into two classes: passive investment strategies and active investment strategies. An index tracking investment strategy belongs to the clas...
FSKD
2005
Springer
13 years 10 months ago
2005
Springer
The business environment is full of uncertainties. Investing in various asset classes may lower the risk of overall portfolio and increase the potential for greater returns. In thi...
FSKD
2006
Springer
13 years 8 months ago
2006
Springer
Interval number is a kind of special fuzzy number and the interval approach is a good method to deal with some uncertainty. The semi-absolute deviation risk function is extended to...
IJKESDP
2010
13 years 3 months ago
2010
— In this paper, several portfolio selection problems with normal mixture distributions including fuzziness are proposed. Until now, many researchers have proposed portfolio mode...
IOR
2006
13 years 4 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...