Watada's Fuzzy Portfolio selection model and its application

DOI10.1501/COMMUA1_0000000695zbMath1331.91162MaRDI QIDQ3451983

Gultac Eroglu Inan, Aysen Apaydin

Publication date: 18 November 2015

Published in: Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

fuzzy setportfolio analysisfuzzy portfolio selectionportfolio riskexpected return

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Uses Software

• Unnamed Item
• LINGO
• Excel

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