DEVELOPING A PORTFOLIO OPTIMIZATION MODEL BY FUZZY LINEAR PROGRAMMING METHOD: AN APPLICATION ON THE ISTANBUL STOCK EXCHANGE-30 INDEX
Journal Title: The Journal of International Social Research - Year 2016, Vol 9, Issue 45
Abstract
Once the savers have started to value their savings in the capital markets, the portfolios comprising the marketable securities as well as portfolio creation and management, which is the whole of the attempts made by the decision makers in order to realize their aims become an issue appearing on the agenda especially with the development of the financial markets. One of the most important elements of portfolio management is to establish a relation between the risk and return. Portfolio creation process requires, to a large extent, comparing these two components and determining an optimum change between them. Indeed, since the risk and return elements which are effective in the selection of portfolios are provided in a future-related manner, the fact of uncertainty comes to the fore. Thus, this should be taken into consideration while determining the optimum portfolio problem. For the cases in which such kind of uncertainty prevails, one addresses a very effective approach, that is fuzzy logic. The aim of this study is to help the savers, who plan to make investments in face of the uncertainties in the financial markets, to make their investments in the most correct way and accordingly to develop a portfolio selection model as well as to present it with its practices
Authors and Affiliations
Mehmet Levent ERDAŞ
Keywords
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- EP ID EP252593
- DOI 10.17719/jisr.20164520654
- Views 131
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