TRADITIONAL VS. FUZZY INDICATORS OF MODERN PORTFOLIO THEORY
This paper offers another perspective upon the well-known indicators of Modern Portfolio Theory (created by Harry Markowitz): arithmetic mean or geometric mean for return on financial assets, standard deviation or variance for financial risk, and covariance or correlation between the assets included...
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| Format: | Article |
| Language: | deu |
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University of Oradea
2019-12-01
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| Series: | Annals of the University of Oradea: Economic Science |
| Subjects: | |
| Online Access: | http://anale.steconomiceuoradea.ro/volume/2019/n2/022.pdf |