๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Fuzzy portfolio selection using genetic algorithm

โœ Scribed by Rahib H. Abiyev; Mustafa Menekay


Book ID
106169072
Publisher
Springer
Year
2007
Tongue
English
Weight
279 KB
Volume
11
Category
Article
ISSN
1432-7643

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Risk curve and fuzzy portfolio selection
โœ Xiaoxia Huang ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 409 KB

In stochastic environment, variance, semivariance and probability of a bad outcome are three popular definitions of risk for portfolio selection. In fuzzy environment, variance is carried on as the definition of risk. However, in real life, risk is understood in many different ways. In this paper we

Mean-semivariance models for fuzzy portf
โœ Xiaoxia Huang ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 158 KB

This paper discusses portfolio selection problem in fuzzy environment. In the paper, semivariance is originally presented for fuzzy variable, and three properties of the semivariance are proven. Based on the concept of semivariance of fuzzy variable, two fuzzy mean-semivariance models are proposed.

Portfolio selection based on fuzzy cross
โœ Zhongfeng Qin; Xiang Li; Xiaoyu Ji ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 958 KB

## a b s t r a c t In this paper, the Kapur cross-entropy minimization model for portfolio selection problem is discussed under fuzzy environment, which minimizes the divergence of the fuzzy investment return from a priori one. First, three mathematical models are proposed by defining divergence as