Modeling Portfolio Optimization Problem by Probability-Credibility Equilibrium Risk Criterion
This paper studies the portfolio selection problem in hybrid uncertain decision systems. Firstly the return rates are characterized by random fuzzy variables. The objective is to maximize the total expected return rate. For a random fuzzy variable, this paper defines a new equilibrium risk value (ER...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2016-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2016/9461021 |