Glucose 发表于 2025-3-23 09:44:01

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Insufficient 发表于 2025-3-23 15:49:02

Random Fuzzy Mean-Risk Model,rable function from a credibility space to the set of random variables, however a fuzzy random variable is a measurable function from a probability space to the set of fuzzy variables. Although they are different, both of them may describe the portfolio optimization with mixture of randomness and fuzziness.

Ambulatory 发表于 2025-3-23 20:13:33

Uncertain Mean-Semiabsolute Deviation Model,in (2012) proposed an uncertain mean-semiabsolute deviation model for the asymmetric case and Huang and Qiao (2012) presented a risk index model for multi-period case. Different from these, Zhu (2010) applied uncertain optimal control to model continuous-time problem, but Yao and Ji (2014) considered the problem by using uncertain decision making.

脆弱带来 发表于 2025-3-23 22:33:57

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glisten 发表于 2025-3-24 04:00:51

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斗志 发表于 2025-3-24 07:38:00

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强制令 发表于 2025-3-24 11:53:13

Credibilistic Cross-Entropy Minimization Model,om investment return from a priori one. From then on, many researchers accepted the criterion and investigated these entropy optimization models (Cherny and Maslov 2003; Fang et al. 1997; Rubinstein 2008; Simonelli 2005).

无脊椎 发表于 2025-3-24 15:05:41

Book 2016presents a series of portfolio optimization models in the framework of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and up-to-date guide to uncertain portfolio optimization models.

锯齿状 发表于 2025-3-24 21:25:45

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火车车轮 发表于 2025-3-25 02:17:43

Zhongfeng QinChinese discourse, the book is a valuable resource for anyone interested in discourse analysis and Chinese special sentential structures, especially the formalapproaches to these issues..978-981-15-8668-2978-981-15-8666-8
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查看完整版本: Titlebook: Uncertain Portfolio Optimization; Zhongfeng Qin Book 2016 Springer Science+Business Media Singapore 2016 Credibility Theory.Portfolio Opti