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

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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Year of publication:	2008-10-20
Authors:	Papahristodoulou, Christos
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	: fuzzy \| stochastic \| linear programming \| pure factors portfolio

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C02 - Mathematical Methods ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G32 - Financing Policy; Capital and Ownership Structure ; G10 - General Financial Markets. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005836013