Portfolio Investment with Options Based on Uncertainty Theory

Volume: 18, Issue: 03, Pages: 929 - 952
Published: May 1, 2019
Abstract
In financial markets, there are situations where investors have the future stock prices according to the experts’ evaluations rather than historical data. Thus, the estimations of the stock prices contain much subjective imprecision instead of randomness. This paper discusses a portfolio investment with options in such a kind of situation. Treating the stock index price as an uncertain variable, we build an uncertain mean-chance portfolio model...
Paper Details
Title
Portfolio Investment with Options Based on Uncertainty Theory
Published Date
May 1, 2019
Volume
18
Issue
03
Pages
929 - 952
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