Japanese candle for financial portfolio
Krzysztof Piasecki , Anna Łyczkowska-Hanćkowiak
AbstractIn 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.
|Publication size in sheets||0.5|
|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 English||Japanese candle, ordered fuzzy number, portfolio, present value|
|Score||= 5.0, 20-03-2020, ChapterFromConference|
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