Fuzzy portfolio selection: A comparative study

Proceedings - 4th Conference of the European Society for Fuzzy Logic and Technology and 11th French Days on Fuzzy Logic and Applications, EUSFLAT-LFA 2005 Joint Conference

Volumn , Issue , 2005, Pages 709-713

  Bermúdez, José D ^a   Liern, Vicente ^a   Segura, José Vicente ^b   Torres, Diego ^b   Vercher, Enriqueta ^a  

^a UNIVERSITY OF VALENCIA   (Spain)

^b MIGUEL HERNÁNDEZ UNIVERSITY   (Spain)

Author keywords

Downside risk; Fuzzy returns; Interval valued expectation; Investment analysis; Possibilistic meanvariance

Indexed keywords

DOWNSIDE RISKS; FUZZY RETURNS; INTERVAL-VALUED; INVESTMENT ANALYSIS; MEAN VARIANCE;

FUZZY SETS; INVESTMENTS; RISK ASSESSMENT;

FUZZY LOGIC;

EID: 50249160429     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

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