A Fuzzy Mixed Projects and Securities Portfolio Selection Model View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2005

AUTHORS

Yong Fang , K. K. Lai , Shou-Yang Wang

ABSTRACT

The business environment is full of uncertainties. Investing in various asset classes may lower the risk of overall portfolio and increase the potential for greater returns. In this paper, we propose a bi-objective mixed asset portfolio selection model involving projects as well as securities. Furthermore, based on fuzzy decision theory, a fuzzy mixed projects and securities portfolio selection model is also proposed. A numerical example is given to illustrate the behavior of the proposed fuzzy mixed asset portfolio selection model. More... »

PAGES

931-940

References to SciGraph publications

  • 2001. Fuzzy Portfolio Model for Decision Making in Investment in DYNAMICAL ASPECTS IN FUZZY DECISION MAKING
  • Book

    TITLE

    Fuzzy Systems and Knowledge Discovery

    ISBN

    978-3-540-28331-7
    978-3-540-31828-6

    Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/11540007_117

    DOI

    http://dx.doi.org/10.1007/11540007_117

    DIMENSIONS

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