FUZZY LOGIC AND COMPROMISE PROGRAMMING IN PORTFOLIO MANAGEMENT

The objective of this paper is to develop a portfolio optimization technique that is simple enough for an individual with little knowledge of economic theory to systematically determine his own optimized portfolio. A compromise programming approach and a fuzzy logic approach are developed as alternatives to the traditional EV model.

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Year of publication:	1999
Authors:	Duval, Yann ; Featherstone, Allen M.
Institutions:	Western Agricultural Economics Association - WAEA
Subject:	Agricultural Finance

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Extent:	application/pdf
Series:	1999 Annual Meeting, July 11-14, 1999, Fargo, ND.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series 1999 Annual Meeting, July 11-14, 1999, Fargo, ND Number 35695
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005804793