Advanced Search
MyIDEAS: Login to save this article or follow this journal

Using A Fuzzy Sets Approach To Select A Portfolio Of Greek Government Bonds


Author Info

  • Michalopoulos, Michael

    (Bank of Greece)

  • Thomaidis, Nikolaos S.
  • Dounias, George D.

    (University of Aegean)

  • Zopounidis, Constantin

    (Technical University of Crete)

Registered author(s):


    In this paper we investigate the application of a methodology based on fuzzy-sets theory to the selection of an optimal portfolio of Greek government bonds. Investors’ goals for the different bond market scenarios are formulated in fuzzy qualitative terms, while a model of fuzzy mathematical programming is used for the specification of the portfolio that optimally meets the given goals. The reliability of the results obtained with this methodology is checked with the aid of simulation.

    Download Info

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below under "Related research" whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Bibliographic Info

    Article provided by International Association for Fuzzy-set Management and Economy (SIGEF) in its journal FUZZY ECONOMIC REVIEW.

    Volume (Year): IX (2004)
    Issue (Month): 2 (November)
    Pages: 27-48

    as in new window
    Handle: RePEc:fzy:fuzeco:v:ix:y:2004:i:2:p:27-48

    Contact details of provider:
    Web page:
    More information through EDIRC

    Related research

    Keywords: fuzzy sets; multi-criteria programming; government bonds; simulation;

    Find related papers by JEL classification:


    No references listed on IDEAS
    You can help add them by filling out this form.



    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.


    Access and download statistics


    When requesting a correction, please mention this item's handle: RePEc:fzy:fuzeco:v:ix:y:2004:i:2:p:27-48. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Aurelio Fernandez).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.