Derives two approximate formulas for optimal allocation in a possibilistic portfolio choice problem using expected utility operators, depending on risk aversion, prudence, temperance and the first four possibilistic moments.
Georgescu, The Effect of Prudence on the Optimal Allocation in Possi- bilistic and Mixed Models, Mathematics, 133, 2018, Special Issue: Fu zzy Mathematics
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A portfolio choice problem in the framework of expected utility operators
Derives two approximate formulas for optimal allocation in a possibilistic portfolio choice problem using expected utility operators, depending on risk aversion, prudence, temperance and the first four possibilistic moments.