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Abstract

There are several methods to convert fuzzy or stochastic LP to conventional LP models. In this simple paper we evaluate the effectiveness of three proposed methods, using a numerical example from a pure factors portfolio.



Item Type: MPRA Paper -

Original Title: A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio-

Language: English-

Keywords: : fuzzy; stochastic; linear programming; pure factors portfolio-

Subjects: C - Mathematical and Quantitative Methods > C0 - General > C02 - Mathematical MethodsC - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C61 - Optimization Techniques ; Programming Models ; Dynamic AnalysisG - Financial Economics > G3 - Corporate Finance and Governance > G32 - Financing Policy ; Financial Risk and Risk Management ; Capital and Ownership Structure ; Value of Firms ; GoodwillG - Financial Economics > G1 - General Financial Markets > G10 - General-





Autor: Papahristodoulou, Christos

Fuente: https://mpra.ub.uni-muenchen.de/11365/



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