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An application of fuzzy set theory to the individual investor problem

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  • Tarrazo, Manuel

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  • Tarrazo, Manuel, 1997. "An application of fuzzy set theory to the individual investor problem," Financial Services Review, Elsevier, vol. 6(2), pages 97-107.
    • Handle: RePEc:eee:finser:v:6:y:1997:i:2:p:97-107
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    References listed on IDEAS

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    1. Kraus, Alan & Litzenberger, Robert H, 1975. "Market Equilibrium in a Multiperiod State Preference Model with Logarithmic Utility," Journal of Finance, American Finance Association, vol. 30(5), pages 1213-1227, December.
    2. Myers, Stewart C., 1968. "A Time-State-Preference Model of Security Valuation*," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 3(1), pages 1-33, March.
    3. Jacob, Nancy L, 1974. "A Limited-Diversification Portfolio Selection Model for the Small Investor," Journal of Finance, American Finance Association, vol. 29(3), pages 847-856, June.
    4. Pogue, G A, 1970. "An Extension of the Markowitz Portfolio Selection Model to Include Variable Transactions' Costs, Short Sales, Leverage Policies and Taxes," Journal of Finance, American Finance Association, vol. 25(5), pages 1005-1027, December.
    5. Brennan, M. J., 1975. "The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(3), pages 483-496, September.
    6. Markowitz, Harry M, 1991. "Foundations of Portfolio Theory," Journal of Finance, American Finance Association, vol. 46(2), pages 469-477, June.
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    Cited by:

    1. Zhang, Wei-Guo & Zhang, Xili & Chen, Yunxia, 2011. "Portfolio adjusting optimization with added assets and transaction costs based on credibility measures," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 353-360.
    2. Manuel Tarrazo, 2016. "Portfolio Heuristics, Linearity, and Qualitative Analysis," Applied Economics and Finance, Redfame publishing, vol. 3(4), pages 134-147, November.

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