Mathematical approaches for fuzzy portfolio selection problems with normal mixture distributions

Takashi Hasuike, Hiroaki Ishii

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

This chapter considers some versatile portfolio selection models with general normal mixture distributions and fuzzy or interval numbers. Then, these mathematical approaches to obtain the optimal portfolio are developed. Furthermore, in order to compare our proposed models with standard models and represent the advantage of our proposed models, a numerical example is provided.

Original languageEnglish
Title of host publicationStudies in Fuzziness and Soft Computing
Pages407-423
Number of pages17
Volume254
DOIs
Publication statusPublished - 2010
Externally publishedYes

Publication series

NameStudies in Fuzziness and Soft Computing
Volume254
ISSN (Print)14349922

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ASJC Scopus subject areas

  • Computer Science (miscellaneous)
  • Computational Mathematics

Cite this

Hasuike, T., & Ishii, H. (2010). Mathematical approaches for fuzzy portfolio selection problems with normal mixture distributions. In Studies in Fuzziness and Soft Computing (Vol. 254, pp. 407-423). (Studies in Fuzziness and Soft Computing; Vol. 254). https://doi.org/10.1007/978-3-642-13935-2_19