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Fuzzy Logic And Compromise Programming In Portfolio Management

Listed author(s):
  • Duval, Yann
  • Featherstone, Allen M.

The objective of this paper is to develop a portfolio optimization technique that is simple enough for an individual with little knowledge of economic theory to systematically determine his own optimized portfolio. A compromise programming approach and a fuzzy logic approach are developed as alternatives to the traditional EV model.

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Paper provided by Western Agricultural Economics Association in its series 1999 Annual Meeting, July 11-14, 1999, Fargo, ND with number 35695.

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Date of creation: 1999
Handle: RePEc:ags:waeafa:35695
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  1. Yusuf M. Mansur, 1995. "Fuzzy Sets And Economics," Books, Edward Elgar Publishing, number 299.
  2. Miller, W. A. & Leung, L. C. & Azhar, T. M. & Sargent, S., 1997. "Fuzzy production planning model for fresh tomato packing," International Journal of Production Economics, Elsevier, vol. 53(3), pages 227-238, December.
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