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In this paper two portfolio choice models are studied: a purely possibilisticmodel, in which the return of a risky asset is a fuzzy number, and a mixedmodel in which a probabilistic background risk is added. For the two models anapproximate formula of the optimal allocation is computed, with respect to thepossibilistic moments associated with fuzzy numbers and the indicators of theinvestor risk preferences (risk aversion, prudence).

The effect of prudence on the optimal allocation in possibilistic and mixed models