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Fuzzy Logic And Compromise Programming In Portfolio Management

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Listed:
  • Duval, Yann
  • Featherstone, Allen M.

Abstract

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
    DOI: 10.22004/ag.econ.35695
    as

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    File URL: https://ageconsearch.umn.edu/record/35695/files/sp99du01.pdf
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    References listed on IDEAS

    as
    1. Carlos Romero & Francisco Amador & Antonio Barco, 1987. "Multiple Objectives in Agricultural Planning: A Compromise Programming Application," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 69(1), pages 78-86.
    2. Pauline J. Molder & Patti D. Negrave & Richard A. Schoney, 1991. "Descriptive Analysis of Saskatchewan Organic Producers," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 39(4), pages 891-899, December.
    3. Yusuf M. Mansur, 1995. "Fuzzy Sets And Economics," Books, Edward Elgar Publishing, number 299.
    4. 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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