Fuzzy Portfolio Selection in the Risk Attitudes of Dimension Analysis under the Adjustable Security Proportions

Fuzzy Portfolio Selection in the Risk Attitudes of Dimension Analysis under the Adjustable Security Proportions

Fuzzy portfolio models have received many researchers’ focus on the issue of risk preferences. The portfolio based on guaranteed return rates has been developing and considering the dimension of excess investment for the investors in different risk preferences. However, not only excess investment bu...

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Bibliographic Details
Main Authors: Kuen-Suan Chen, Yin-Yin Huang, Ruey-Chyn Tsaur, Nei-Yu Lin
Format: Article
Language:English
Published: MDPI AG 2023-02-01
Series:Mathematics
Subjects:
fuzzy portfolio selection
dimension of shortage investment
dimension of excess investment
guaranteed return rate
adjustable security proportion
Online Access:https://www.mdpi.com/2227-7390/11/5/1143

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