淡江大學機構典藏:Item 987654321/92452
English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 58649/92364 (63%)
造访人次 : 573886      在线人数 : 132
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻


    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/92452


    题名: Fuzzy portfolio model with different investor risk attitudes
    作者: Tsaur, Ruey-Chyn
    贡献者: 淡江大學管理科學學系
    关键词: Decision analysis;Fuzzy portfolio model;Risk attitude;Possibilistic mean–standard deviation model
    日期: 2013-06-01
    上传时间: 2013-10-14 11:44:16 (UTC+8)
    出版者: Amsterdam: Elsevier BV * North-Holland
    摘要: We propose a fuzzy portfolio model designed for efficient portfolio selection with respect to uncertain or vague returns. Although many researchers have studied the fuzzy portfolio model, no researcher has yet attempted a behavioral analysis of the investor in the fuzzy portfolio model. To address this problem, we examined investor risk attitudes—risk-averse, risk-neutral, or risk-seeking behaviors—to discover an efficient method for fuzzy portfolio selection. In this study, we relied on the advantages of possibilistic mean–standard deviation models that we believed would fit the risk attitudes of investors. Thus, we developed a fuzzy portfolio model that focuses on different investor risk attitudes so that fuzzy portfolio selection for investors who possess different risk attitudes can be achieved more easily. Finally, we presented a numerical example of a portfolio selection problem to illustrate ways to address problems presented by a variety of investor risk attitudes.
    關聯: European Journal of Operational Research 227(2), pp.385-390
    DOI: 10.1016/j.ejor.2012.10.036
    显示于类别:[管理科學學系暨研究所] 期刊論文

    文件中的档案:

    档案 描述 大小格式浏览次数
    index.html0KbHTML216检视/开启

    在機構典藏中所有的数据项都受到原著作权保护.

    TAIR相关文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回馈