Proceedings of the Korean Institute of Intelligent Systems Conference (한국지능시스템학회:학술대회논문집)
- 1998.06a
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- Pages.659-662
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- 1998
Compromise possibility portfolio selections
- Tanaka, Hideo (Department of Industrial Engineering, Osaka Prefecture University) ;
- Guo, Peijun (Department of Industrial Engineering, Osaka Prefecture University)
- Published : 1998.06.01
Abstract
In this paper, lower and upper possibility distributions are identified to reflect two extreme opinions in portfolio selection problems based on upper and lower possibility distributions are formalized as quadratic programming problems. Portfolios for compromising two extreme opinions from upper and lower possibility distributions and balancing the opinions of a group of experts can be obtained by quadratic optimization problems, respectively.