Portfolio optimization of equity mutual funds with fuzzy return rates and risks

Expert Systems with Applications

Volumn 36, Issue 2 PART 2, 2009, Pages 3720-3727

  Chen, Liang Hsuan ^a   Huang, Lindsay ^a  

^a NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

Author keywords

Cluster analysis; Equity mutual funds; Fuzzy set; Performance indices; Portfolio optimization

Indexed keywords

CLUSTER ANALYSIS; FINANCIAL DATA PROCESSING; FUZZY SETS; OPTIMIZATION;

EQUITY MUTUAL FUNDS; FUZZY OPTIMIZATION MODEL; INVESTMENT DECISIONS; PERFORMANCE INDICES; PORTFOLIO OPTIMIZATION; PORTFOLIO SELECTION; PORTFOLIO SELECTION MODELS; TRIANGULAR FUZZY NUMBERS;

INVESTMENTS;

EID: 56349101657     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2008.02.027     Document Type: Article

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