Portfolio selection under uncertainty by the ordered modular average operator View Full Text


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Article Info

DATE

2019-03

AUTHORS

Hong-Quan Li, Zhi-Hong Yi, Yong Fang

ABSTRACT

In a world under uncertainty, the beliefs for the information underlie the behavioral style of portfolio decisions in portfolio management. In this work, we use the copula-based ordered modular averages (OMAs) in the calculation of the mean and variance of the assets’ returns for portfolio selection to capture the beliefs of the investors and the departure of rationality in evaluation. Specially, the outcomes and the probability information in terms of the decumulative probabilities are jointly transformed using appropriate copulas while satisfying the stochastic dominance in the probability-sensitivity evaluation. In addition, the diversity of the underlying copulas facilitates the challenge of the diversity of investors with different beliefs for expectations. Consequently, the mean-variance model in this work using OMA with the decumulative probabilities can encode not only the decision makers’ assessment of relative likelihoods but also the confidence attached to such assessment in the evaluation. More... »

PAGES

1-14

References to SciGraph publications

  • 2000. Triangular Norms in NONE
  • 1992-10. Advances in prospect theory: Cumulative representation of uncertainty in JOURNAL OF RISK AND UNCERTAINTY
  • 2002. Theory and Practice of Uncertain Programming in NONE
  • 2009-09. A review of credibilistic portfolio selection in FUZZY OPTIMIZATION AND DECISION MAKING
  • 2002-12. On Fuzzy Portfolio Selection Problems in FUZZY OPTIMIZATION AND DECISION MAKING
  • 2008. Fuzzy Portfolio Optimization, Theory and Methods in NONE
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    http://scigraph.springernature.com/pub.10.1007/s10700-018-9295-2

    DOI

    http://dx.doi.org/10.1007/s10700-018-9295-2

    DIMENSIONS

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