A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio
AbstractThere 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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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 11365.
Date of creation: 20 Oct 2008
Date of revision:
: 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; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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