Journal article
Portfolio Optimization with Fuzzy Returns
Abstract
Financial problems and particularly portfolio selection have been the issues which a corpus of studies has been conducted on them. The purpose of the present study was to optimize portfolio selection, in order to have concordance with environmental condition and obtain better results compared to previous methods. The problems of portfolio selection along with asset return which were in the form of fuzzy variables were investigated in this …
Authors
Azar A; sattari ardabili F; Anvary Rostamy A; Ahmadi P
Journal
World Applied Sciences Journal, Vol. 11, , pp. 1248–1254
Publication Date
January 2010