A Portfolio Choice Problem in the Framework of Expected Utility Operators

Possibilistic risk theory starts from the hypothesis that risk is modeled by fuzzy numbers. In particular, in a possibilistic portfolio choice problem, the return of a risky asset will be a fuzzy number. The expected utility operators have been introduced in a previous paper to build an abstract the...

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Bibliographic Details
Main Authors: Irina Georgescu, Louis Aimé Fono
Format: Article
Published: MDPI AG 2019-07-01
Online Access:https://www.mdpi.com/2227-7390/7/8/669