Usages of fuzzy returns on Markowitz’s portfolio selection
© Springer International Publishing AG 2016. Given the unavailability of historical data, selecting portfolio by the Markowitz’s becomes difficult, if not impossible. In this particular situation expert opinion is the inevitable option. To cope with the nature of subjective data and their different...
Saved in:
Main Authors: | Tanarat Rattanadamrongaksorn, Jirakom Sirisrisakulchai, Songsak Sriboonjitta |
---|---|
Format: | Book Series |
Published: |
2018
|
Subjects: | |
Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006042836&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55568 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Chiang Mai University |
Similar Items
-
Usages of fuzzy returns on Markowitz’s portfolio selection
by: Rattanadamrongaksorn T., et al.
Published: (2017) -
Adjusting beliefs via transformed fuzzy returns
by: Tanarat Rattanadamrongaksorn, et al.
Published: (2018) -
Adjusting beliefs via transformed fuzzy returns
by: Tanarat Rattanadamrongaksorn, et al.
Published: (2018) -
Adjusting beliefs via transformed fuzzy prices
by: Tanarat Rattanadamrongaksorn, et al.
Published: (2018) -
Estimating and Predicting Financial Series by Entropy-Based Inferential Model
by: Tanarat Rattanadamrongaksorn, et al.
Published: (2018)