Watada's Fuzzy Portfolio selection model and its application

DOI10.1501/COMMUA1_0000000695MaRDI QIDQ3451983zbMATH OpenFDO

Authors Gultac Eroglu Inan, Ayşen Apaydin

Publication date 18 November 2015

Published in Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1501/COMMUA1_0000000695

zbMATH Keywords

expected returnfuzzy portfolio selectionfuzzy setportfolio analysisportfolio risk

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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Describes a project that uses

Uses Software

• MINITAB
• LINGO
• Excel

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