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Equilibrium Pricing Extending the Mean-Variance Theory Using Weighted Possibilistic Mean of Investor's Subjectivity.

Takashi Hasuike
Published in: J. Adv. Comput. Intell. Intell. Informatics (2013)
Keyphrases
  • portfolio theory
  • portfolio selection
  • financial markets
  • risk aversion
  • expected utility
  • theoretical framework
  • utility function
  • decision theory
  • possibility theory
  • game theory