Fuzzy-Logic-Based Asset Allocation

DOI10.1142/S0218488519500223MaRDI QIDQ5872454zbMATH OpenOpenAlexWikidataFDO

Authors Reiner North

Publication date 30 January 2023

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218488519500223

zbMATH Keywords

asset allocationfuzzy logicportfolio selectionrule-based

Mathematics Subject Classification ID

Fuzzy logic; logic of vagueness (03B52) Portfolio theory (91G10)

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(2)

• A fuzzy multifactor asset pricing model
• A fuzzy logic algorithm for optimizing the investment decisions within companies

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