Portfolio Selection with Fuzzy Downside Risk Model: A Numerical Study
Journal Title: UNKNOWN - Year 2015, Vol 4, Issue 3
Abstract
In this paper, we carry out the numerical study of a fuzzy portfolio selection model where the objective is to minimize the downside risk and the rates of returns on securities are approximated by means of LR-fuzzr numbers of trapezoidal form.
Authors and Affiliations
Keywords
Related Articles
- EP ID EP357958
- DOI -
- Views 142
- Downloads 0
Robust Sliding Mode ControlUsing Fuzzy Controller
In this paper, a fuzzy sliding mode controller is designed for a nonlinear control system. Instead of fuzzifying the error and the error change, we fuzzify the sliding surface. Sliding surface is formed from error and er...
Bit Flip Cipher: An Approach to Enhance B2G & G2B Cipher
There are two types of cryptography algorithms i.e. Symmetric and Asymmetric which are further divided into two types i.e. Substitution and Transposition Algorithms. The Bit Flip cipher is the substitution algorithm whic...
The Role of Network Layers in Supporting Knowledge Management Implementations
Knowledge management (KM) approach has been adopted in virtually every business unit in organizations as a means to improve the competitive advantages of organizations. The benefits of KM in maximizing resources and at t...
Technological Changes in Blast Furnace Iron Making in India since Last Few Decades
India as a 4th steel producer in the world, has resulted due to adaptation of new technologies in the field of iron and steel making since from the last few decades. Keeping in view for increasing quality of hot metal a...
The Impact of Performance Appraisal on Organizational Commitment of Bank Employees
The present study investigated the impact of performance appraisal on the organizational commitment of 172 bank employees randomly selected from 10 public sector banks of Uttarakhand state in India. The results of the st...