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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 [4]
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
Similar Articles with Keyword 'Downside Risk'
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Comparative Studies, Mathematics, Indonesia, Volume 4 Issue 3, March 2015
Pages: 2445 - 2448Comparison between Fuzzy and Not Fuzzy Portfolio Optimization under Downside Risk Measures
Wilma Handayani [4] | Sulaiman [23] | Suvriadi Panggabean | Liza Setyaning Pertiwi [11] | Dr. Sutarman M. Sc
Downloads: 137
Review Papers, Mathematics, Indonesia, Volume 5 Issue 4, April 2016
Pages: 141 - 145Optimization of Fuzzy Portfolio Considering Stock Returns and Downside Risk
Indah Simamora | Rahayu Sashanti