Japanese candle for financial portfolio

Krzysztof Piasecki , Anna Łyczkowska-Hanćkowiak

Abstract

In this paper imprecise present values of securities are modeled by Japanese candleswhich are described by ordered fuzzy numbers. Thanks to this approach, we show that the imprecisepresent value of portfoliois presented as linear combination of Japanese candles of portfolio components.The possibility of applying this result in the portfolio analysis was indicated.
Author Krzysztof Piasecki (WZ / KIiN)
Krzysztof Piasecki,,
- Department of Investment and Real Estate
, Anna Łyczkowska-Hanćkowiak - Wyższa Szkoła Bankowa w Poznaniu
Anna Łyczkowska-Hanćkowiak,,
-
Pages404-409
Publication size in sheets0.5
Book Váchova Lucie , Kratochvíl Václav (eds.): 36th International Conference Mathematical Methods in Economics MME 2018 : Conference Proceedings, 2018, MatfyzPress, Publishing House of the Faculty of Mathematics and Physics Charles University, ISBN 978-80-7378-371, [978-80-7378-372], 668 p.
Keywords in EnglishJapanese candle, ordered fuzzy number, portfolio, present value
URL https://mme2018.fm.vse.cz/wp-content/uploads/2018/09/MME2018-Electronic_proceedings.pdf
Languageen angielski
Score (nominal)5
Score sourcepublisherList
ScoreMinisterial score = 5.0, 20-03-2020, ChapterFromConference
Publication indicators WoS Citations = 0
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