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

How to Cite?: Muslena Layla, Meiria Jolina Tarigan, Yulia Utami, Wilma Handayani, "Portfolio Selection with Fuzzy Downside Risk Model: A Numerical Study", Volume 4 Issue 3, March 2015, International Journal of Science and Research (IJSR), Pages: 2476-2479, https://www.ijsr.net/getabstract.php?paperid=SUB152792, DOI: https://dx.doi.org/10.21275/SUB152792