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A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio

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Author Info
Papahristodoulou, Christos

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Abstract

There are several methods to convert fuzzy or stochastic LP to conventional LP models. In this simple paper we evaluate the effectiveness of three proposed methods, using a numerical example from a pure factors portfolio.

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File URL: http://mpra.ub.uni-muenchen.de/11365/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 11365.

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Date of creation: 20 Oct 2008
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Handle: RePEc:pra:mprapa:11365

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Related research
Keywords: : fuzzy; stochastic; linear programming; pure factors portfolio;

Find related papers by JEL classification:
C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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