A fuzzy mixed projects and securities portfolio selection model

Authors:
Yong Fang;K. K. Lai;Shou-Yang Wang
Affiliations:
Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China;,College of Business Administration, Hunan University, Changsha, China;Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China
Venue:
FSKD'05 Proceedings of the Second international conference on Fuzzy Systems and Knowledge Discovery - Volume Part II
Year:
2005

Citing 2
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Abstract

The business environment is full of uncertainties. Investing in various asset classes may lower the risk of overall portfolio and increase the potential for greater returns. In this paper, we propose a bi-objective mixed asset portfolio selection model involving projects as well as securities. Furthermore, based on fuzzy decision theory, a fuzzy mixed projects and securities portfolio selection model is also proposed. A numerical example is given to illustrate the behavior of the proposed fuzzy mixed asset portfolio selection model.