6533b838fe1ef96bd12a4561

RESEARCH PRODUCT

Fuzzy Portfolio Selection Models for Dealing with Investor’s Preferences

Clara CalvoVicente LiernCarlos Ivorra

subject

050208 finance021103 operations researchActuarial scienceFinancial economicsComputer science05 social sciencesFuzzy model0211 other engineering and technologiesVagueness02 engineering and technologyFuzzy logicInvestor profile0502 economics and businessPortfolioExpected returnPortfolio optimizationSelection (genetic algorithm)

description

This chapter provides an overview of the authors’ previous work about dealing with investor’s preferences in the portfolio selection problem. We propose a fuzzy model for dealing with the vagueness of investor preferences on the expected return and the assumed risk, and then we consider several modifications to include additional constraints and goals.

yearjournalcountryeditionlanguage
2017-08-05
https://doi.org/10.1007/978-3-319-64286-4_7