Fuzzy optimization for portfolio selection based on Embedding Theorem in Fuzzy Normed Linear Spaces

Organizacija

Kiliç Erdem¹  Solatikia Farnaz²  Weber Gerhard Wilhelm³ 

[1] Department of Economics, MEF University, Istanbul, Turkey;Department of Engineering Science, Middle East Technical University, Ankara, Turkey;Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey;

关键词: Embedding problem;    Fuzzy optimization;    Fuzzy Banach Space;    Portfolio selection;   

DOI  :  10.2478/orga-2014-0010

来源: DOAJ

【 摘 要 】

Background: This paper generalizes the results of Embedding problem of Fuzzy Number Space and its extension into a Fuzzy Banach Space C(Ω) × C(Ω), where C(Ω) is the set of all real-valued continuous functions on an open set Ω.

【 授权许可】

Unknown