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A Possibilistic Approach to Selecting Portfolios with Highest Utility Score

Christer Carlsson, Robert Fullér, Péter Majlender, A Possibilistic Approach to Selecting Portfolios with Highest Utility Score. TUCS Technical Reports 355, Turku Centre for Computer Science, 2000.

Abstract:

http://www.tucs.fi/Publications/techreports/TR355.php

Files:

Abstract in PDF-format

BibTeX entry:

@TECHREPORT{tCaFuMa00b,
  title = {A Possibilistic Approach to Selecting Portfolios with Highest Utility Score},
  author = {Carlsson, Christer and Fullér, Robert and Majlender, Péter},
  number = {355},
  series = {TUCS Technical Reports},
  publisher = {Turku Centre for Computer Science},
  year = {2000},
  keywords = {Mean-variance analysis; Possibility distributions},
}

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