On Fuzzy Portfolio Selection Problems: A Parametric Representation Approach
Joint Authors
Solaymani Fard, Omid
Ramezanzadeh, Mohadeseh
Source
Issue
Vol. 2017, Issue 2017 (31 Dec. 2017), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2017-09-14
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
Fuzzy portfolio selection problem is a major issue in the financial field and a special case of constrained fuzzy-valued optimization problems (CFOPs).
In this respect, the present paper aims to investigate the CFOP with regard to the features of the parametric representation of fuzzy numbers named as convex constraint function (CCF) which is proposed by Chalco-Cano et al.
in 2014.
Furthermore, relying on this parametric representation, some proper conditions are provided for the existence of solutions to a CFOP.
To this end, by the increasing representation of CCF, the main problem is converted to a parametric multiobjective programming problem and some solution concepts from a similar framework in the multiobjective programming are proposed for the CFOP.
Eventually to illustrate the proposed results, the fuzzy portfolio selection problem is discussed.
American Psychological Association (APA)
Solaymani Fard, Omid& Ramezanzadeh, Mohadeseh. 2017. On Fuzzy Portfolio Selection Problems: A Parametric Representation Approach. Complexity،Vol. 2017, no. 2017, pp.1-12.
https://search.emarefa.net/detail/BIM-1143677
Modern Language Association (MLA)
Solaymani Fard, Omid& Ramezanzadeh, Mohadeseh. On Fuzzy Portfolio Selection Problems: A Parametric Representation Approach. Complexity No. 2017 (2017), pp.1-12.
https://search.emarefa.net/detail/BIM-1143677
American Medical Association (AMA)
Solaymani Fard, Omid& Ramezanzadeh, Mohadeseh. On Fuzzy Portfolio Selection Problems: A Parametric Representation Approach. Complexity. 2017. Vol. 2017, no. 2017, pp.1-12.
https://search.emarefa.net/detail/BIM-1143677
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1143677