Abstract
The financial market behavior is affected by several non-probabilistic factors such as vagueness and ambiguity. In this paper wedevelop a multistage stochastic soft constraints fuzzy program with recourse in order to capture both uncertainty and imprecisionas well as to solve a portfolio management problem. The results we obtained confirm the studies carried out in literature addressedto integrate stochastic and possibilistic programming.
Lingua originale | English |
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pagine (da-a) | 1317-1327 |
Rivista | Fuzzy Sets and Systems |
Volume | 157 |
Stato di pubblicazione | Published - 2006 |
All Science Journal Classification (ASJC) codes
- ???subjectarea.asjc.2600.2609???
- ???subjectarea.asjc.1700.1702???