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Fuzzy Logic And Compromise Programming In Portfolio Management


  • 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.

Suggested Citation

  • Duval, Yann & Featherstone, Allen M., 1999. "Fuzzy Logic And Compromise Programming In Portfolio Management," 1999 Annual Meeting, July 11-14, 1999, Fargo, ND 35695, Western Agricultural Economics Association.
  • Handle: RePEc:ags:waeafa:35695

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    References listed on IDEAS

    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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    Agricultural Finance;


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