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 289
  • Downloads 0

How To Cite

Meysam Kaviani, Seyed Fakhreddin, Fakhrehosseini (2020). Application of fuzzy logic in portfolio management: evidence from Iranian researches. Journal of Fuzzy Extension & Applications, 1(2), -. https://europub.co.uk/articles/-A-692651