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Informative Article | Mathematics | Indonesia | Volume 4 Issue 3, March 2015
Portfolio Selection with Fuzzy Downside Risk Model: A Numerical Study
Muslena Layla | Meiria Jolina Tarigan | Yulia Utami | Wilma Handayani 
Abstract: 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.
Keywords: Fuzzy Returns, Interval-valued Expectation, Downside Risk, Possibilistic Mean Variance
Edition: Volume 4 Issue 3, March 2015,
Pages: 2476 - 2479
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