The mean value of a fuzzy number
Fuzzy Sets and Systems - Fuzzy Numbers
A subjective approach for ranking fuzzy numbers
Fuzzy Sets and Systems
A study of the ranking function approach through mean values
Fuzzy Sets and Systems
On the specificity of a possibility distribution
Fuzzy Sets and Systems
Fuzzy sets and fuzzy logic: theory and applications
Fuzzy sets and fuzzy logic: theory and applications
Ranking and defuzzification methods based on area compensation
Fuzzy Sets and Systems
On a canonical representation of fuzzy numbers
Fuzzy Sets and Systems
A fuzziness measure for fuzzy numbers: applications
Fuzzy Sets and Systems
The &lgr;-average value and the fuzzy expectation of a fuzzy random variable
Fuzzy Sets and Systems
Portfolio selection based on fuzzy probabilities and possibility distributions
Fuzzy Sets and Systems
Portfolio selection under independent possibilistic information
Fuzzy Sets and Systems - Special issue on soft decision analysis
The variance and covariance of fuzzy random variables and their applications
Fuzzy Sets and Systems
Fuzzy Measure Theory
Gradual elements in a fuzzy set
Soft Computing - A Fusion of Foundations, Methodologies and Applications
A discrete-time portfolio selection with uncertainty of stock prices
IFSA'03 Proceedings of the 10th international fuzzy systems association World Congress conference on Fuzzy sets and systems
Gradual Numbers and Their Application to Fuzzy Interval Analysis
IEEE Transactions on Fuzzy Systems
A Perception-Based Portfolio Under Uncertainty: Minimization of Average Rates of Falling
MDAI '09 Proceedings of the 6th International Conference on Modeling Decisions for Artificial Intelligence
Portfolio adjusting optimization under credibility measures
Journal of Computational and Applied Mathematics
A dynamic value-at-risk portfolio model
MDAI'11 Proceedings of the 8th international conference on Modeling decisions for artificial intelligence
An approach to portfolio selection using an ARX predictor for securities' risk and return
Expert Systems with Applications: An International Journal
Information Sciences: an International Journal
Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
Information Sciences: an International Journal
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A value-at-risk portfolio model under uncertainty is discussed. In the proposed model, randomness and fuzziness are evaluated, respectively, by the probabilistic expectation and the mean values with evaluation weights and @l-mean functions. The means, the variances and the measurements of imprecision for fuzzy numbers/fuzzy random variables are evaluated in the possibility case and the necessity case, and the rate of return in portfolio is estimated regarding the both random factors and imprecise factors. By analytical approach, we derive a solution of the value-at-risk portfolio problem. A numerical example is given to illustrate our idea.