Adjustable Security Proportions in the Fuzzy Portfolio Selection under Guaranteed Return Rates

Based on the concept of high returns as the preference to low returns, this study discusses the adjustable security proportion for excess investment and shortage investment based on the selected guaranteed return rates in a fuzzy environment, in which the return rates for selected securities are cha...

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Bibliographic Details
Main Authors: Yin-Yin Huang, I-Fei Chen, Chien-Liang Chiu, Ruey-Chyn Tsaur
Format: Article
Language:English
Published: MDPI AG 2021-11-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/23/3026