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

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Papahristodoulou, Christos (2008): A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio.
Classification:	C02 - Mathematical Methods ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G32 - Financing Policy; Capital and Ownership Structure ; G10 - General Financial Markets. General
Source:	BASE

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