International Journal of Science and Research (IJSR)

International Journal of Science and Research (IJSR)
Call for Papers | Fully Refereed | Open Access | Double Blind Peer Reviewed

ISSN: 2319-7064

Downloads: 111 | Views: 228

Informative Article | Mathematics | Indonesia | Volume 4 Issue 3, March 2015 | Rating: 6.4 / 10

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

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