Fuzzy Logic And Compromise Programming In Portfolio Management
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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- Yusuf M. Mansur, 1995. "Fuzzy Sets And Economics," Books, Edward Elgar Publishing, number 299.
- 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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