Compară metode

	HF-TradeOff-Portfolio	HF-MaxScore-Portfolio
Domeniu	Luarea deciziilor	Luarea deciziilor
Familie	MCDM	MCDM
Anul apariției	2018	2018
Autorul original	Zhou, W. Xu, Z.	Zhou, W. Xu, Z.
Tip	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).
Sursa seminală	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
Denumiri alternative	—	—
Înrudite	1	0
Rezumat	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.