| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 391438 | Fuzzy Sets and Systems | 2006 | 11 Pages |
Abstract
The financial market behavior is affected by several non-probabilistic factors such as vagueness and ambiguity. In this paper we develop a multistage stochastic soft constraints fuzzy program with recourse in order to capture both uncertainty and imprecision as well as to solve a portfolio management problem. The results we obtained confirm the studies carried out in literature addressed to integrate stochastic and possibilistic programming.
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