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Soft portfolio control

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Abstract

We propose a novel approach to financial portfolio control based on the theory of soft sets. We introduce a scenario extension of the class of strategies and give results of a numerical experiment.

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References

  1. Molodtsov, D.A., Teoriya myagkikh mnozhestv (Soft Set Theory), Moscow: URSS, 2004.

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  2. Molodtsov, D.A., On the Theory of Portfolio Control, Stock Market, 2006, no. 6 (309), pp. 54–56.

  3. Molodtsov, D.A., Soft Uncertainty and Probability, Fuzzy Systems and Soft Computing, 2008, vol. 3, no. 1, pp. 7–30.

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Authors and Affiliations

  1. Dorodnicyn Computer Centre, Russian Academy of Sciences, Moscow, Russia

    D. A. Molodtsov

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  1. D. A. Molodtsov
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Original Russian Text © D.A. Molodtsov, 2011, published in Avtomatika i Telemekhanika, 2011, No. 8, pp. 136–150.

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Molodtsov, D.A. Soft portfolio control. Autom Remote Control 72, 1705–1717 (2011). https://doi.org/10.1134/S000511791108008X

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  • DOI: https://doi.org/10.1134/S000511791108008X

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