Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns
Year of publication: |
December 2017
|
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Authors: | Tassak, Christian Deffo ; Kamdem, Jules Sadefo ; Fono, Louis Aimé ; Andjiga, Nicolas G. |
Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 68.2017, 12, p. 1491-1502
|
Subject: | credibility measure | fuzzy variable | first-order dominance | second-order dominance | set of best portfolios | Portfolio-Management | Portfolio selection | Fuzzy-Set-Theorie | Fuzzy sets |
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