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
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- EP ID EP692651
- DOI 10.22105/JFEA.2020.249372.1012
- Views 287
- Downloads 0
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