Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: Uncertainty over exit time is an important practical issue faced by most investors. ,  introduce the notations of the possibilistic mean, variance and covariance of fuzzy numbers to generalize Markowitz analysis. In the first time,  consider the uncertain investment period from the point of view of possibilistic analysis, and build the possibilistic models of portfolio selection under the situations involving uncertainty over the time horizon. The exit time can be either independent or dependent of asset price behavior. Moreover, an numerical example is presented to show the application of our results.
['Wei Chen', 'Shaohua Tan']
I am writing a research paper on a idea Fuzzy portfolio selection problem under uncertain exit time
[{"from": "human", "value": "I am writing a research paper on a idea Fuzzy portfolio selection problem under uncertain exit time"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: Uncertainty over exit time is an important practical issue faced by most investors. ,  introduce the notations of the possibilistic mean, variance and covariance of fuzzy numbers to generalize Markowitz analysis. In the first time,  consider the uncertain investment period from the point of view of possibilistic analysis, and build the possibilistic models of portfolio selection under the situations involving uncertainty over the time horizon. The exit time can be either independent or dependent of asset price behavior. Moreover, an numerical example is presented to show the application of our results."}]