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This paper presents an approach to portfolio selection using fuzzy decision theory. The approach is such that a given target rate of return is achieved for an assumed market scenario. If the assumed market scenario turns out to be incorrect, the portfolio is guaranteed to secure a given minimum rate of return. The methodology is useful in the management of assets against given liabilities or in forming structured portfolios that guarantee a minimum rate of return.
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Stored only when both papers are in the corpus — 58 citations exist upstream.
Papers that cite the same references — the relational fallback while embeddings are still backfilling.
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