Portfolio Selection Problem Based on Possibility Theory Using the Scenario Model with Ambiguous Future Returns

Takashi Hasuike, Hiroaki Ishii. Portfolio Selection Problem Based on Possibility Theory Using the Scenario Model with Ambiguous Future Returns. In Oscar Castillo, Patricia Melin, Oscar Montiel, Roberto SepĂșlveda, Witold Pedrycz, Janusz Kacprzyk, editors, Theoretical Advances and Applications of Fuzzy Logic and Soft Computing, Selection of Papers from IFSA 2007. Volume 42 of Advances in Soft Computing, pages 314-323, Springer, 2007. [doi]

@inproceedings{HasuikeI07,
  title = {Portfolio Selection Problem Based on Possibility Theory Using the Scenario Model with Ambiguous Future Returns},
  author = {Takashi Hasuike and Hiroaki Ishii},
  year = {2007},
  doi = {10.1007/978-3-540-72434-6_32},
  url = {http://dx.doi.org/10.1007/978-3-540-72434-6_32},
  tags = {rule-based},
  researchr = {https://researchr.org/publication/HasuikeI07},
  cites = {0},
  citedby = {0},
  pages = {314-323},
  booktitle = {Theoretical Advances and Applications of Fuzzy Logic and Soft Computing, Selection of Papers from IFSA 2007},
  editor = {Oscar Castillo and Patricia Melin and Oscar Montiel and Roberto SepĂșlveda and Witold Pedrycz and Janusz Kacprzyk},
  volume = {42},
  series = {Advances in Soft Computing},
  publisher = {Springer},
  isbn = {978-3-540-72433-9},
}