- Tytuł:
- The present value of a portfolio of assets with present values determined by trapezoidal ordered fuzzy numbers
- Autorzy:
-
Łyczkowska-Hanćkowiak, A.
Piasecki, K. - Powiązania:
- https://bibliotekanauki.pl/articles/406356.pdf
- Data publikacji:
- 2018
- Wydawca:
- Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
- Tematy:
-
present value
ordered fuzzy number
portfolio
revised sum - Opis:
- We consider the obvious thesis that the present value of a portfolio is equal to the sum of the present values of its components. The main goal of this paper is the implementation of this thesis in the case when present values are determined by trapezoidal ordered fuzzy numbers. We apply the revised sum of ordered fuzzy numbers. The associativity of such a revised sum is investigated here. In addition, we show that the multiple revised sum of a finite sequence of trapezoidal ordered fuzzy numbers depends on the ordering of its summands. Without any obstacles, the results obtained can be generalized to the case of any ordered fuzzy numbers.
- Źródło:
-
Operations Research and Decisions; 2018, 28, 2; 41-56
2081-8858
2391-6060 - Pojawia się w:
- Operations Research and Decisions
- Dostawca treści:
- Biblioteka Nauki
Artykuł