Portfolio selection under different attitudes in fuzzy environment

Volume: 462, Pages: 278 - 289
Published: Sep 1, 2018
Abstract
This paper studies stock portfolio selection problem based on varying conservative-neutral-aggressive attitudes. The return rates of stocks are characterized by fuzzy variables. The Pareto-optimal solutions are obtained by maximizing the return and minimizing the risk subject to constraints of transaction cost and value at risk. Since investors with different attitudes may have different understanding of the likelihoods of occurrence, measure Me...
Paper Details
Title
Portfolio selection under different attitudes in fuzzy environment
Published Date
Sep 1, 2018
Volume
462
Pages
278 - 289
Citation AnalysisPro
  • Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
  • Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.