Application of fuzzy logic in portfolio management: evidence from Iranian researches
Over the past decades, financial researchers have proposed different methods in portfolio selection, so that, Markwotiz [1] introduced risk and return criteria for a portfolio selection. Since it is difficult how to select an adequate stock portfolio, fuzzy models have been able to help researchers...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Ayandegan Institute of Higher Education,
2020-06-01
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| Series: | Journal of Fuzzy Extension and Applications |
| Subjects: | |
| Online Access: | http://www.journal-fea.com/article_115132_844063affd8ca1bffeb21e7549754cc6.pdf |
| Summary: | Over the past decades, financial researchers have proposed different methods in portfolio selection, so that, Markwotiz [1] introduced risk and return criteria for a portfolio selection. Since it is difficult how to select an adequate stock portfolio, fuzzy models have been able to help researchers by considering uncertainty. In this research, we surveyed a portfolio management by reviewing the relevant literature of fuzzy model in financial management. The results showed that a fuzzy model can to determine an optimal portfolio. |
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| ISSN: | 2783-1442 2717-3453 |