Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/61564
DC Field | Value | Language |
---|---|---|
dc.contributor | 應數系 | en_US |
dc.creator | 吳柏林 | zh_TW |
dc.creator | Wu,Berlin | en_US |
dc.date | 2012.08 | en_US |
dc.date.accessioned | 2013-11-11T03:42:07Z | - |
dc.date.available | 2013-11-11T03:42:07Z | - |
dc.date.issued | 2013-11-11T03:42:07Z | - |
dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/61564 | - |
dc.description.abstract | In order to analyze uncertain phenomena in real world, the concept of fuzzy random variables is widely employed in model building. In dealing with fuzzy data, defuzzi cation plays a central role. In this paper, portfolio selection problems are dealt as interval values. We calculate the expected values, variance and covariance by using the estimated parameters of underlying probability distribution function. The estimated values enable us to build up a portfolio selection model with estimated parameters on the basic of Markowitz`s mean-variance model. The result exempli ed that we have different choices of k which can decide the best expected return and less risk level in our model, also that we can provide not only one choice of portfolio selection but also two or more for decision makers. | en_US |
dc.format.extent | 99861 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en_US | - |
dc.relation | International Journal of Innovative Computing, Information and Control, 8(8) , 5935-5944 | en_US |
dc.subject | Portfolio selection ; Optimization ; Fuzzy probability distributions ; Fuzzy statistics and data analysis | en_US |
dc.title | Portfolio Selection Model with Interval Values Based on Probability Distribution Functions | en_US |
dc.type | article | en |
item.grantfulltext | restricted | - |
item.openairetype | article | - |
item.fulltext | With Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.languageiso639-1 | en_US | - |
item.cerifentitytype | Publications | - |
Appears in Collections: | 期刊論文 |
Files in This Item:
File | Description | Size | Format | |
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59355944.pdf | 97.52 kB | Adobe PDF2 | View/Open |
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