A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio

Christos Papahristodoulou

MPRA Paper from University Library of Munich, Germany

Abstract: There are several methods to convert fuzzy or stochastic LP to conventional LP models. In this simple paper we evaluate the effectiveness of three proposed methods, using a numerical example from a pure factors portfolio.

Keywords: : fuzzy; stochastic; linear programming; pure factors portfolio (search for similar items in EconPapers)
JEL-codes: C02 C61 G10 G32 (search for similar items in EconPapers)
Date: 2008-10-20
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:11365

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