Portfolio Selection Using Fuzzy Decision Theory

This paper presents an approach to portfolio selection using fuzzy decision theory. The approach is such that a given target rate of return is achieved for an assumed market scenario. If the assumed market scenario turns out to be incorrect, the portfolio is guaranteed to secure a given minimum rate of return. The methodology is useful in the management of assets against given liabilities or in forming structured portfolios that guarantee a minimum rate of return

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Year of publication:	[2014]
Authors:	Ramaswamy, Srichander
Publisher:	[2014]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (29 p)
Series:	BIS Working Paper ; No. 59
Type of publication:	Book / Working Paper
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012752492