LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve.
Rouhollah MehralizadeAkbar MehralizadePublished in: Int. J. Uncertain. Fuzziness Knowl. Based Syst. (2022)
Keyphrases
- fuzzy random variables
- risk sensitive
- stochastic dominance
- portfolio management
- portfolio optimization
- utility function
- minimum risk
- decision making
- fuzzy rules
- fuzzy measures
- b spline
- risk management
- endpoints
- fuzzy logic
- fuzzy sets
- membership functions
- portfolio theory
- logistic regression
- portfolio selection
- curve evolution
- multi criteria
- roc curve
- fuzzy systems
- fuzzy numbers
- fuzzy clustering
- risk assessment
- closed curves
- low resolution
- investment decisions
- efficient frontier
- high quality
- data mining