PL EN


2017 | 51 | 5 |
Article title

Oczekiwana stopa zwrotu z portfela finansowego – przypadek trójkątnych rozmytych wartości bieżących

Content
Title variants
Languages of publication
PL
Abstracts
EN
The main aim of this article is to present an uncomplicated method of estimating return rate on a portfolio of securities with Present Values presented as triangular fuzzy numbers. Determined return rates on the securities are not triangular fuzzy numbers. Despite this, we achieved a solution that is based on the arithmetic of triangular fuzzy numbers. The whole considerations are illustrated by a numerical example.
PL
Głównym celem artykułu jest przedstawienie nieskomplikowanej metody szacowania stopy zwrotu z portfela instrumentów finansowych o wartościach bieżących przedstawionych jako trójkątne liczby rozmyte. Wyznaczone stopy zwrotu z poszczególnych składników nie są trójkątnymi liczbami rozmytymi. Pomimo tego uzyskano takie rozwiązanie, które bazuje na arytmetyce trójkątnych liczb rozmytych. Całość rozważań zilustrowano przykładem numerycznym.
Year
Volume
51
Issue
5
Physical description
Dates
published
2017
online
2017-12-22
Contributors
References
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Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.ojs-doi-10_17951_h_2017_51_5_221
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