Stock market investing is undoubtedly challenging. Investors have to deal with random, vague and ambiguity stock price volatility before embarking on investment decision. Due to these weaknesses, the conventional model has several limitation
AbstractIn portfolio selection problem, the expected return, risk, liquidity etc. cannot be predicte...
With increasing profit in securities investment, portfolio analysis has become a major topic for inv...
Researchers in the field of portfolio optimization made efforts to decrease uncertainty in future re...
Stochasticity and ambiguity are two aspects of uncertainty in economic problems. In the case of inve...
Published version of an article from the journal: Mathematical Problems in Engineering. Also availab...
[[abstract]]Investment portfolios are typically selected to reduce investment risk. In an economic r...
[[abstract]]We propose a fuzzy portfolio model designed for efficient portfolio selection with respe...
[[abstract]]Investment portfolios are typically selected to reduce investment risk. In an economic r...
In this article, a novel portfolio selection model is proposed. This model is essentially based on t...
This paper employs fuzzy set theory to solve the unintuitive problem of the Markowitz mean-variance ...
Due to the complexity and uncertainty in real world portfolio management, investors might be relucta...
Despite the risk return tradeoff is main concern of financial theory; the rational investment decisi...
This paper is written with two purposes in mind. First, it brings together some recent results in th...
This monograph presents a comprehensive study of portfolio optimization, an important area of quanti...
AbstractThis paper provides new models for portfolio selection in which the returns on securities ar...
AbstractIn portfolio selection problem, the expected return, risk, liquidity etc. cannot be predicte...
With increasing profit in securities investment, portfolio analysis has become a major topic for inv...
Researchers in the field of portfolio optimization made efforts to decrease uncertainty in future re...
Stochasticity and ambiguity are two aspects of uncertainty in economic problems. In the case of inve...
Published version of an article from the journal: Mathematical Problems in Engineering. Also availab...
[[abstract]]Investment portfolios are typically selected to reduce investment risk. In an economic r...
[[abstract]]We propose a fuzzy portfolio model designed for efficient portfolio selection with respe...
[[abstract]]Investment portfolios are typically selected to reduce investment risk. In an economic r...
In this article, a novel portfolio selection model is proposed. This model is essentially based on t...
This paper employs fuzzy set theory to solve the unintuitive problem of the Markowitz mean-variance ...
Due to the complexity and uncertainty in real world portfolio management, investors might be relucta...
Despite the risk return tradeoff is main concern of financial theory; the rational investment decisi...
This paper is written with two purposes in mind. First, it brings together some recent results in th...
This monograph presents a comprehensive study of portfolio optimization, an important area of quanti...
AbstractThis paper provides new models for portfolio selection in which the returns on securities ar...
AbstractIn portfolio selection problem, the expected return, risk, liquidity etc. cannot be predicte...
With increasing profit in securities investment, portfolio analysis has become a major topic for inv...
Researchers in the field of portfolio optimization made efforts to decrease uncertainty in future re...