Portfel wieloskładnikowy z trapezoidalnymi rozmytymi wartościami bieżącymi

• Authors: Piasecki Krzysztof , Siwek Joanna

Title variants

Multi-asset portfolio with trapezoidal fuzzy present values

• Languages of publication: PL

Keywords

portfel wieloskładnikowy; wartość bieżąca; trapezoidalna liczba rozmyta; czynnik dyskontowy

• Publisher: Główny Urząd Statystyczny
• Journal: Przegląd Statystyczny
• Year: 2018
• Volume: 65
• Issue: 2
• Pages: 183-199

Contributors

author

Piasecki Krzysztof

• Poznan University of Economics, Faculty of Management, Department of Investment and Real Estate

author

Siwek Joanna

• Adam Mickiewicz University, Faculty of Mathematics and Computer Science, Department of Imprecise Information Processing Methods

References

• Buckley I. J., (1987), The Fuzzy Mathematics of Finance, Fuzzy Sets and Systems, 21, 257–273.
• Caplan B., (2001), Probability, Common Sense, and Realism: a Reply to Hulsmann and Block, The Quarterly Journal of Austrian Economics, 4 (2), 69–86.
• Chiu C. Y., Park C. S., (1994), Fuzzy Cash Flow Analysis Using Present Worth Criterion, The Engineering Economist, 39 (2), 113–138.
• Czerwiński Z., (1960), Enumerative Induction and the Theory of Games, Studia Logica, 10, 24–36.
• Czerwiński Z., (1969), Matematyka na usługach ekonomii, PWN, Warszawa.
• de Luca A., Termini S., (1972), A Definition of a Non-Probabilistic Entropy in the Settings of Fuzzy Set Theory, Information and Control, 20, 301–313.
• de Luca A., Termini S., (1979), Entropy and Energy Measures of Fuzzy Sets, in: Gupta M. M., Ragade R. K., Yager R. R., (eds.), Advances in Fuzzy Set Theory and Applications, 321– –338.
• Dubois D., Prade H., (1978), Operations on Fuzzy Numbers, International Journal System Sciences, 9, 613–626.
• Dubois D., Prade H., (1979), Fuzzy Real Algebra: Some Results, Fuzzy Sets and Systems, 2, 327– –348.
• Goetschel R., Voxman W., (1986), Elementary Fuzzy Calculus, Fuzzy Sets and Systems, 18, 31– –43.
• Greenhut J. G., Norman G., Temponi C. T., (1995), Towards a Fuzzy Theory of Oligopolistic Competition, IEEE Proceedings of ISUMA–NAFIPS, 286–291.
• Gutierrez I., (1989), Fuzzy Numbers and Net Present Value, Scandinavian Journal of Management, 5 (2), 149–159.
• Hiroto K., (1981), Concepts of Probabilistic Sets, Fuzzy Sets and Systems, 5, 31–46.
• Huang X., (2007), Two New Models for Portfolio Selection with Stochastic Returns Taking Fuzzy Information, European Journal of Operational Research, 180 (1), 396–405.
• Khalili S., (1979), Fuzzy Measures and Mappings, Journal of Mathematical Analysis and Applications, 68 (1), 92–99.
• Klir G. J., (1993), Developments in Uncertainty-Based Information, Advances in Computers, 36, 255–332.
• Kolmogorov A. N., (1933), Grundbegriffe der Wahrscheinlichkeitsrechnung, Berlin, Julius Springer. Kosko B., (1986), Fuzzy Entropy and Conditioning, Information Sciences, 40, 165–174.
• Kuchta D., (2000), Fuzzy Capital Budgeting, Fuzzy Sets and Systems, 111, 367–385.
• Lambalgen M. von, (1996), Randomness and Foundations of Probability: Von Mises' Axiomatization of Random Sequences, Institute of Mathematical Statistics Lecture Notes – Monograph Series, 30, 347–367.
• Lesage C., (2001), Discounted Cash-flows Analysis. An Interactive Fuzzy Arithmetic Approach, European Journal of Economic and Social Systems, 15 (2), 49–68.
• Markowitz H. S. M., (1952), Portfolio Selection, Journal of Finance, 7 (1), 77–91.
• Piasecki K., (2011), Behavioural Present Value, SSRN Electronic Journal, 01/2011.
• Piasecki K., (2014), Behawioralna wartość bieżąca – nowe podejście, Optimum Studia Ekonomiczne, 67, 36–45
• Piasecki K., Siwek J., (2015), Behavioural Present Value Defined as Fuzzy Number – a New Approach, Folia Oeconomica Stetinensia, 15 (2), 27–41.
• Piasecki K., Siwek J., (2017), Portfel dwuskładnikowy z trójkątnymi rozmytymi wartościami bieżącymi – podejście alternatywne, Przegląd Statystyczny, 64, 59–77.
• Sadowski W., (1976), Decyzje i prognozy, PWE, Warszawa.
• Sadowski W., (1980), Forecasting and Decision Making, Quantitative Wirtschafts – und Unternehmensforschung, Springer–Verlag, Berlin Heidelberg, 92–102
• Sheen J. N., (2005), Fuzzy Financial Profitability Analyses of Demand Side Management Alternatives from Participant Perspective, Information Sciences,169, 329–364.
• Siwek J., (2015), Portfel dwuskładnikowy – studium przypadku dla wartości bieżącej danej jako trójkątna liczba rozmyta, Studia Ekonomiczne, Zeszyty Naukowe Uniwersytetu Ekonomicznego w Katowicach, 241, 140–150.
• Stefaninia L., Sorini L., Guerra M. L., (2006), Parametric Representation of Fuzzy Numbers and Application to Fuzzy Calculus, Fuzzy Sets and Systems, 157 (18), 2423–2455.
• Tsao C.–T., (2005), Assessing the Probabilistic Fuzzy Net Present Value for a Capital, Investment Choice Using Fuzzy Arithmetic, Journal of the Chinese Institute of Industrial Engineers, 22 (2), 106–118.
• von Mises L., (1962), The Ultimate Foundation of Economic Science An Essay on Method, D. Van Nostrand Company, Inc., Princeton.
• von Mises R., (1957), Probability, Statistics and Truth, The Macmillan Company, New York.
• Ward T. L., (1985), Discounted Fuzzy Cash Flow Analysis, Proceedings of 1985 Fall Industrial Engineering Conference, Institute of Industrial Engineers, 476–481.
• Zadeh L., (1965), Fuzzy Sets, Information and Control, 8, 338–353.

Notes

DOI: 10.5604/01.3001.0014.0535