Tassak, Christian; KAMDEM, Jules SADEFO; Fono, Louis Aimé - HAL - 2012
properties of the Fuzzy Lower Partial Moments (FLPM) of a fuzzy variable and, we deduce the Fuzzy Kappa index (FK) of a fuzzy … variable, that is, a risk-adjusted performance measure of an asset or a portfolio with fuzzy return. Based on the …