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Portfolio Selection with Fuzzy Downside Risk Model: A Numerical Study

Journal: International Journal of Science and Research (IJSR) (Vol.4, No. 3)

Publication Date:

Authors : ; ; ; ;

Page : 2476-2479

Keywords : Fuzzy Returns; Interval-valued Expectation; Downside Risk; Possibilistic Mean Variance;

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In this paper, we carry out the numerical study of a fuzzy portfolio selection model where the objective is to minimize the downside risk and the rates of returns on securities are approximated by means of LR-fuzzr numbers of trapezoidal form.

Last modified: 2021-06-30 21:34:49