G. Wiedey, H.-J. Zimmermann, Media Selection and Fuzzy Linear Programming, The Journal of the Operational Research Society, Vol. 29, No. 11 (Nov., 1978), pp. 1071-1084 ...

Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...

Fuzzy normed linear spaces extend conventional normed spaces by integrating a degree of imprecision through fuzzy set theory, thereby quantifying uncertainty in the measurement of vector magnitude.