Application of fuzzy calculations for improving portfolio matrices

Information Sciences

Volumn 180, Issue 9, 2010, Pages 1582-1590

  Ghazinoory, S ^a   Esmail Zadeh, A ^b   Kheirkhah, A S ^b  

^a TARBIAT MODARES UNIVERSITY   (Iran)

^b BU ALI SINA UNIVERSITY   (Iran)

Author keywords

Fuzzy modeling; Fuzzy weighted average; IE matrix; Portfolio analysis; Strategic decision support system

Indexed keywords

FUZZY MODELING; FUZZY WEIGHTED AVERAGE; MATRIX; PORTFOLIO ANALYSIS; STRATEGIC DECISIONS;

ARTIFICIAL INTELLIGENCE; DECISION MAKING; DECISION SUPPORT SYSTEMS; DECISION THEORY; FUZZY LOGIC; FUZZY RULES; FUZZY SETS; LINGUISTICS; MATRIX ALGEBRA;

FUZZY SET THEORY;

EID: 76349099332     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2010.01.012     Document Type: Article

References (19)

1. Ammar E.E. On solutions of fuzzy random multi-objective quadratic programming with applications in portfolio problem. Information Sciences 178 (2008) 468-484
2. Buyukozkan G., and Feyzioglu O. A fuzzy logic based decision making approach for new product development. International Journal of Production Economics 90 (2002) 27-45
3. Byar L.L. Strategic Management (1990), Harper Collins Publisher, New York
4. David F.R. Strategic Management (2001), Prentice-Hall
5. Ghazinoory S., Esmail Zadeh A., and Memariani A. Fuzzy sets application in SWOT analysis. Journal of Intelligent and Fuzzy Systems 18 (2007) 99-108
6. Ghazinoory S., and Kheirkhah A.S. Transportation of hazardous materials in Iran: a strategic approach for decreasing accidents. Transport 23 2 (2008) 104-111
7. Gupta P., Mehlawat M.K., and Saxena A. Asset portfolio optimization using fuzzy mathematical programming. Information Sciences 178 (2008) 1734-1755
8. Hatten K.J. Strategic Management (1987), Prentice-Hall Inc., Englewood Cliffs, NJ
9. Huang X. A new perspective for optimal portfolio selection with random fuzzy returns. Information Sciences 177 (2007) 5404-5414
10. Kheirkhah A.S., Esmail Zadeh A., and Ghazinoory S. Developing strategies to reduce the risk of hazardous materials transportation in Iran using fuzzy SWOT analysis method. Transport 24 4 (2009) 74-81
11. Lin C., and Hsieh P.J. A fuzzy decision support system for strategic portfolio management. Decision Support Systems 38 (2003) 383-398
12. Pap E., Bosnjak Z., and Bosnjak S. Application of fuzzy sets with different t-norms in the interpretation of portfolio matrices in strategic management. Fuzzy Sets and Systems 114 (2000) 123-131
13. Thompson A.A., and Strickland A.J. Strategic Management Concepts and Cases (1992), IRWIN Homewood, Boston
14. Tiryaki F., and Ahlatcioglu B. Fuzzy portfolio selection using fuzzy analytic hierarchy process. Information Sciences 179 (2009) 53-69
15. Vanegas L.V., and Labib A.W. Application of new fuzzy weighted average method to engineering design evaluation. International Journal of Production Research 39 6 (2001) 1147-1162
16. Zadeh L.A. Is there a need for fuzzy logic. Information Sciences 178 (2008) 2751-2779
17. Zadeh L.A. Toward a generalized theory of uncertainty (GTU) - an outline. Information Sciences 172 (2005) 1-40
18. Zimmermann H.J. Theory of Fuzzy Sets and its Application (1996), Kluwer Academic Publishers, Boston
19. Ghazinoory S., and Huisingh D. National program for cleaner production (CP) in Iran: a framework and draft. Journal of Cleaner Production 14 (2006) 194-200