An approach to the problem of portfolio selection

An approach to the problem of portfolio selection

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Article ID: iaor20063293
Country: Spain
Volume: 1
Issue: 1
Start Page Number: 119
End Page Number: 134
Publication Date: May 1996
Journal: Fuzzy Economic Review
Authors: , ,
Keywords: fuzzy sets, economics
Abstract:

In this study we attempt to model a classical problem in the literature of finance, giving a different meaning to the notion of risk. When selecting portfolios, as in all decision making processes, risk is a determining factor and it is included in classical models using statistical parameters. Our aim is to formulate a model which enables a portfolio to be created which is satisfactory for an individual who is prepared to assume a certain level of risk and which we shall approach using fuzzy set theory.

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