This paper is a first step in laying down a theoretical foundation for asset allocation under uncertainty, based on possibility theory. First, fuzzy financial knowledge representation is treated. Then, some issues relevant to financial decision making are approached from the standpoint of possibility theory.
A possibilistic framework for asset allocation / C.C. Pereira, A.G.B. Tettamanzi - In: Soft computing applications / [a cura di] A. Bonarini, F. Masulli, G. Pasi. - Heidelberg : Physica-verlag, 2003. - ISBN 3790815446. - pp. 23-33 (( Intervento presentato al 4. convegno Italian Workshop on Fuzzy Logic (WILF) tenutosi a Milano nel 2001.
A possibilistic framework for asset allocation
C.C. Pereira;A.G.B. Tettamanzi
2003
Abstract
This paper is a first step in laying down a theoretical foundation for asset allocation under uncertainty, based on possibility theory. First, fuzzy financial knowledge representation is treated. Then, some issues relevant to financial decision making are approached from the standpoint of possibility theory.
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