The Possibilistic Mean-Variance Model with Uncertain Possibility Distributions
The possibilistic mean–variance (MV) model is the counterpart of Markowitz’s MV model in the possibility theory. This study aims to examine the possibilistic MV model when the possibility distributions of stock returns are uncertain triangular fuzzy numbers. We define an uncertainty vector and use i...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Mehmet Akif Ersoy University
2024-06-01
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| Series: | Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi |
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| Online Access: | https://dergipark.org.tr/en/download/article-file/3530767 |
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