Application of fuzzy logic in portfolio management: evidence from Iranian researches
Journal Title: Journal of Fuzzy Extension & Applications - Year 2020, Vol 1, Issue 2
Abstract
Over the past decades, financial researchers have proposed different methods in portfolio selection, so that, Markwotiz [1] introduced risk and return criteria for a portfolio selection. Since it is difficult how to select an adequate stock portfolio, fuzzy models have been able to help researchers by considering uncertainty. In this research, we surveyed a portfolio management by reviewing the relevant literature of fuzzy model in financial management. The results showed that a fuzzy model can to determine an optimal portfolio.
Authors and Affiliations
Meysam Kaviani, Seyed Fakhreddin, Fakhrehosseini
Keywords
Related Articles
- EP ID EP692651
- DOI 10.22105/JFEA.2020.249372.1012
- Views 292
- Downloads 0
An overview of data envelopment analysis models in fuzzy stochastic environments
One of the appropriate and efficient tools in the field of productivity measurement and evaluation is data envelopment analysis, which is used as a non-parametric method to calculate the efficiency of decision-making uni...
Prediction of Pakistan super league-2020 using TOPSIS and fuzzy TOPSIS methods
We lived in uncertain word and prediction in this uncertain word is a major issue. Prediction in cricket is very complex because there are many factors which are effecting on results. Weather, pitch, Conditions, Home gro...
Efficiency study with undesirable inputs and outputs in DEA
Data Envelopment Analysis (DEA) is one of the well-known methods for calculating efficiency, determining efficient boundaries and evaluating efficiency that is used in specific input and output conditions. Traditional mo...
A new decision making approach for winning strategy based on muti soft set logic
We introduce a new concept of certainty and coverage of a parameter of the soft set and present a new decision making approach for the soft set over the universe using the certainty of a parameter. Also, we point out the...
An overview of portfolio optimization using fuzzy data envelopment analysis models
A combination of projects, assets, programs, and other components put together in a set is called a portfolio. Arranging these components helps to facilitate the efficient management of the set and subsequently leads to...