Comparar métodos

	HF-TradeOff-Portfolio	HF-MaxScore-Portfolio
Campo	Toma de decisiones	Toma de decisiones
Familia	MCDM	MCDM
Año de origen	2018	2018
Autor original	Zhou, W. Xu, Z.	Zhou, W. Xu, Z.
Tipo	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).
Fuente seminal	Zhou, W., Xu, Z. (2018). Portfolio selection and risk investment under the hesitant fuzzy environment. Knowledge-Based Systems	Zhou, W., Xu, Z. (2018). Portfolio selection and risk investment under the hesitant fuzzy environment. Knowledge-Based Systems
Alias	—	—
Relacionados	1	0
Resumen	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.