Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns
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DOI: 10.1057/s41274-016-0164-5
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- Christian Deffo Tassak & Jules Sadefo-Kamdem & Louis Aimé Fono & Nicolas Gabriel Andjiga, 2018. "Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns," Post-Print hal-02901704, HAL.
References listed on IDEAS
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Citations
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Cited by:
- Irina Georgescu & Louis Aimé Fono, 2019.
"A Portfolio Choice Problem in the Framework of Expected Utility Operators,"
Mathematics, MDPI, vol. 7(8), pages 1-16, July.
- Irina Georgescu & Louis Aim'e Fono, 2019. "A portfolio choice problem in the framework of expected utility operators," Papers 1906.11831, arXiv.org.
- Justin Dzuche & Christian Deffo Tassak & Jules Sadefo Kamdem & Louis Aimé Fono, 2021.
"On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return,"
Annals of Operations Research, Springer, vol. 300(2), pages 355-368, May.
- Justin Dzuche & Christian Deffo Tassak & Jules Sadefo-Kamdem & Louis Aimé Fono, 2020. "On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return," Post-Print hal-03010279, HAL.
- Christian Deffo Tassak & Louis Aimé Fono & Jules Sadefo-Kamdem, 2019. "Fuzzy lower partial moment and Mean-risk Dominance: An application for poverty Measurement," Working Papers hal-02433422, HAL.
- Justin Dzuche & Christian Deffo Tassak & Jules Sadefo-Kamdem & Louis Aimé Fono, 2019. "On Two Dominances of Fuzzy Variables based on a Parametric Fuzzy Measure and Application to Portfolio Selection with Fuzzy Return," Working Papers hal-02433438, HAL.
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Keywords
credibility measure; fuzzy variable; first-order dominance; second-order dominance; set of best portfolios;All these keywords.
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