Journal ArticleDOI
A fuzzy goal programming approach to portfolio selection
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TLDR
A fuzzy G.P. approach is applied to the optimum portfolio for a private investor, taking into account three criteria: return, risk and liquidity, where the goals and the constraints are fuzzy.About:
This article is published in European Journal of Operational Research.The article was published on 2001-01-01. It has received 272 citations till now. The article focuses on the topics: Fuzzy set operations & Fuzzy number.read more
Citations
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Book ChapterDOI
Fuzzy Portfolio Selection Models for Dealing with Investor’s Preferences
TL;DR: This chapter proposes a fuzzy model for dealing with the vagueness of investor preferences on the expected return and the assumed risk, and then considers several modifications to include additional constraints and goals.
Bulanik ortamda portföy opti̇mi̇zasyonu
TL;DR: Ayrica, IMKB’de yer alan senetlerden portfoy olusturmak icin bir uygulama yapilmistir as mentioned in this paper.
Journal Article
A Comparative Risk Analysis between the Markowitz Quadratic Programming Model and the Multivariate Copula Model for a Singapore REIT Portfolio
TL;DR: In this paper, a comparative analysis of the multivariate copula model and the Markowitz quadratic programing-tactical asset allocation (QP-TAA) model is conducted to estimate the optimal diversified portfolio for a Singapore real estate investment trust (S-REIT) portfolio.
Journal ArticleDOI
Developing a modular portfolio selection model for short-term and long-term market trends and mass psychology
Milad Jasemi,Ali M. Kimiagari +1 more
TL;DR: In this paper, a new model with three modules for portfolio optimisation is presented, which considers investors' emotions, a significant loosening of simplifying assumptions about markets and stocks, and greater sensitivity to new data.
Proceedings ArticleDOI
An Improved Neural Network Model for Graduate Education Evaluation
TL;DR: A novel multiple improved PIDNN model is proposed in this paper to get the education evaluation model, and the concepts of variable integral and partial differential are introduced into the design of hidden-layer of PIDNN.
References
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Journal ArticleDOI
Capital asset prices: a theory of market equilibrium under conditions of risk*
TL;DR: In this paper, the authors present a body of positive microeconomic theory dealing with conditions of risk, which can be used to predict the behavior of capital marcets under certain conditions.
Book ChapterDOI
The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
TL;DR: In this article, the problem of selecting optimal security portfolios by risk-averse investors who have the alternative of investing in risk-free securities with a positive return or borrowing at the same rate of interest and who can sell short if they wish is discussed.
Journal ArticleDOI
Fuzzy sets as a basis for a theory of possibility
TL;DR: The theory of possibility described in this paper is related to the theory of fuzzy sets by defining the concept of a possibility distribution as a fuzzy restriction which acts as an elastic constraint on the values that may be assigned to a variable.
Book
Multiple Attribute Decision Making: Methods and Applications
TL;DR: In this paper, the authors present a classification of MADM methods by data type and propose a ranking method based on the degree of similarity of the MADM method to the original MADM algorithm.
Journal ArticleDOI
The arbitrage theory of capital asset pricing
TL;DR: Ebsco as mentioned in this paper examines the arbitrage model of capital asset pricing as an alternative to the mean variance pricing model introduced by Sharpe, Lintner and Treynor.
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