Fuzzy multi period portfolio selection with different rates for borrowing and lending

Applied Soft Computing Journal

Volumn 11, Issue 4, 2011, Pages 3821-3826

  Sadjadi, S J ^a   Seyedhosseini, S M ^a   Hassanlou, Kh ^a  

^a IRAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Iran)

Author keywords

Fuzzy set; Investment strategy; Linear programming; Portfolio selection

Indexed keywords

CONFIDENCE LEVELS; DEVELOPED MODEL; FINANCIAL ENGINEERING; FUZZY LINEAR PROGRAMMING; INVESTMENT STRATEGY; MULTI-PERIOD; NUMERICAL EXAMPLE; PORTFOLIO SELECTION; RESEARCH METHODS; TIME CYCLES;

FUZZY LOGIC; FUZZY SET THEORY; FUZZY SETS; LINEAR PROGRAMMING; NUMERICAL METHODS; RESEARCH; STRATEGIC PLANNING;

INVESTMENTS;

EID: 79954607052     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2011.02.015     Document Type: Article

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