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摘要翻译：
证券的未来价值被描述为一个随机变量。这种随机变量的分布是风险不确定性的形式图像。另一方面，任何现值都被定义为与给定的未来值等价的值。这种对等关系是主观的。因此，现值被描述为一个模糊数，它取决于投资者对行为因素的敏感性。上述原因表明，报酬率是一个模糊概率集。研究了这种收益率图像的基本性质。最后将有效证券集合区分为模糊集合。
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英文标题：
《On return rate implied by behavioural present value》
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作者：
Krzysztof Piasecki
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最新提交年份：
2013
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Quantitative Finance 数量金融学
二级分类：Pricing of Securities 证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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英文摘要：
The future value of a security is described as a random variable. Distribution of this random variable is the formal image of risk uncertainty. On the other side, any present value is defined as a value equivalent to the given future value. This equivalence relationship is a subjective. Thus follows, that present value is described as a fuzzy number, which is depend on the investor's susceptibility to behavioural factors. All above reasons imply, that return rate is given as a fuzzy probabilistic set. The basic properties of such image of return rate are studied. At the last the set of effective securities is distinguished as a fuzzy set.
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PDF链接：
https://arxiv.org/pdf/1302.0538
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