Portfolio Selection with fuzzy return without target values
Journal: International Journal of Scientific Engineering and Research (IJSER) (Vol.6, No. 1)Publication Date: 2018-01-05
Authors : Yves Tinda Mangongo; Christian Tassak Deffo; Louis Aime Fono; Joseph Desire Kyemba Bukweli; Justin Dupar Busili Kampempe;
Page : 18-29
Keywords : Fuzzy variable; Second order dominance; Credibility measure; Set of the best portfolios; Multiobjective problem;
Abstract
The aim of this paper is to solve the question of portfolio selection with fuzzy returns by means of parameters and second order dominance of fuzzy variables. We have proposed two new multiobjectives models for selecting the best portfolio, based on parameters and on second order dominance of fuzzy variables, respectively. In addition, characterizations of second order dominance for trapezoidal and triangular fuzzy numbers are introduced.
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