{"title":"具有梯形模糊现值的多资产组合","authors":"Krzysztof Piasecki, J. Siwek","doi":"10.5604/01.3001.0014.0535","DOIUrl":null,"url":null,"abstract":"The main purpose of the following paper is to present characteristics of a multi-asset portfolio in case of present values of composing financial instruments being modelled by a trapezoidal fuzzy number. Throughout the analysis a fuzzy expected discount factor and imprecision risk assessments are calculated. Thanks to that, there arises a possibility to describe the influence of portfolio diversification on imprecision risk. Presented theoretical inference and obtained conclusions are supported by numerical example.","PeriodicalId":357447,"journal":{"name":"Przegląd Statystyczny","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"8","resultStr":"{\"title\":\"Multi-asset portfolio with trapezoidal fuzzy present values\",\"authors\":\"Krzysztof Piasecki, J. Siwek\",\"doi\":\"10.5604/01.3001.0014.0535\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The main purpose of the following paper is to present characteristics of a multi-asset portfolio in case of present values of composing financial instruments being modelled by a trapezoidal fuzzy number. Throughout the analysis a fuzzy expected discount factor and imprecision risk assessments are calculated. Thanks to that, there arises a possibility to describe the influence of portfolio diversification on imprecision risk. Presented theoretical inference and obtained conclusions are supported by numerical example.\",\"PeriodicalId\":357447,\"journal\":{\"name\":\"Przegląd Statystyczny\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-01-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"8\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Przegląd Statystyczny\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.5604/01.3001.0014.0535\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Przegląd Statystyczny","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.5604/01.3001.0014.0535","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Multi-asset portfolio with trapezoidal fuzzy present values
The main purpose of the following paper is to present characteristics of a multi-asset portfolio in case of present values of composing financial instruments being modelled by a trapezoidal fuzzy number. Throughout the analysis a fuzzy expected discount factor and imprecision risk assessments are calculated. Thanks to that, there arises a possibility to describe the influence of portfolio diversification on imprecision risk. Presented theoretical inference and obtained conclusions are supported by numerical example.
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