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| HF-TradeOff-Portfolio× | HF-MaxScore-Portfolio× | |
|---|---|---|
| Fagområde | Beslutningstagning | Beslutningstagning |
| Familie | MCDM | MCDM |
| Oprindelsesår | 2018 | 2018 |
| Ophavsperson | Zhou, W. Xu, Z. | Zhou, W. Xu, Z. |
| Type≠ | Hesitant fuzzy portfolio selection for risk-aware investors. Two dual formulations: (A) max-score with deviation upper bound D (Model 3.16) and (B) min-deviation with score lower bound S (Model 3.18). D and S are calibrated per investor risk type (risk-seeker / neutral / risk-averse) via deviation trisection or score trisection approaches (Definitions 3.1-3.2). Generalises HF-MaxScore-Portfolio by incorporating a risk (deviation) constraint. | Hesitant fuzzy portfolio selection model for general investors. Maximises the aggregated score s(⊗_i w_i h_i) of the hesitant fuzzy portfolio, where ⊗_i w_i h_i is the HFE-power-weighted combination of per-stock aggregated HFEs. Output is optimal investment weight vector W = (w_1,...,w_n) summing to 1. Equivalent to the hesitant fuzzy version of Markowitz's maximum-return portfolio (no risk constraint). |
| Oprindelig kilde | Zhou, W., Xu, Z. (2018). Portfolio selection and risk investment under the hesitant fuzzy environment. Knowledge-Based Systems link ↗ | Zhou, W., Xu, Z. (2018). Portfolio selection and risk investment under the hesitant fuzzy environment. Knowledge-Based Systems DOI ↗ |
| Aliasser | — | — |
| Relaterede≠ | 1 | 0 |
| Resumé≠ | HF-TRADEOFF-PORT (HF-TradeOff-Portfolio — Hesitant Fuzzy Score-Deviation Trade-Off Portfolio Selection (Zhou-Xu 2018)) is a portfolio multi-criteria decision-making (MCDM) method introduced by Zhou, W. Xu, Z. in 2018. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result. | HF-MAXSCORE-PORT (HF-MaxScore-Portfolio — Hesitant Fuzzy Maximum-Score Portfolio Selection (Zhou-Xu 2018)) is a portfolio multi-criteria decision-making (MCDM) method introduced by Zhou, W. Xu, Z. in 2018. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result. |
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