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Autor
Łyczkowska-Hanćkowiak Anna (WSB University in Poznań, Poland), Piasecki Krzysztof (Poznań University of Economics, Poland)
Tytuł
The Present Value of a Portfolio of Assets With Present Values Determined by Trapezoidal Ordered Fuzzy Numbers
Źródło
Operations Research and Decisions, 2018, vol. 28, no. 2, s. 41-56, tab., bibliogr. 31 poz.
Słowa kluczowe
Portfel inwestycyjny, Wartość aktywów, Przepływy pieniężne, Studium przypadku
Investment portfolio, Asset value, Cash flows, Case study
Uwagi
summ.
Abstrakt
We consider the obvious thesis that the present value of a portfolio is equal to the sum of the present values of its components. The main goal of this paper is the implementation of this thesis in the case when present values are determined by trapezoidal ordered fuzzy numbers. We apply the revised sum of ordered fuzzy numbers. The associativity of such a revised sum is investigated here. In addition, we show that the multiple revised sum of a finite sequence of trapezoidal ordered fuzzy numbers depends on the ordering of its summands. Without any obstacles, the results obtained can be generalized to the case of any ordered fuzzy numbers. (original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
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Bibliografia
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Cytowane przez
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ISSN
2081-8858
Język
eng
URI / DOI
http://dx.doi.org/10.5277/ord180203
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