Sharpe’s Ratio for Oriented Fuzzy Discount Factor

The analysis presented in this paper regards the security of a present value given as an ordered fuzzy number. The present value was estimated in an imprecise manner and supplemented by the forecast of its coming changes. A discount factor of such security is an ordered fuzzy number of the orientati...

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Bibliographic Details
Main Author: Anna Łyczkowska-Hanćkowiak
Format: Article
Language:English
Published: MDPI AG 2019-03-01
Series:Mathematics
Subjects:
Online Access:http://www.mdpi.com/2227-7390/7/3/272