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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Portfolio Selection with Fuzzy Downside Risk Model: A Numerical Study

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