Abstract
In this chapter, we discuss a bi-objective fuzzy portfolio selection model that maximizes the portfolio return and minimizes the portfolio risk. We use an fuzzy interactive approach to solve the model so that the desired aspiration levels of the decision maker with regard to return and risk objectives are achieved as closely as possible.
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© 2014 Springer-Verlag Berlin Heidelberg
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Gupta, P., Mehlawat, M.K., Inuiguchi, M., Chandra, S. (2014). Portfolio Optimization in Fuzzy Environment. In: Fuzzy Portfolio Optimization. Studies in Fuzziness and Soft Computing, vol 316. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-54652-5_3
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DOI: https://doi.org/10.1007/978-3-642-54652-5_3
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-54651-8
Online ISBN: 978-3-642-54652-5
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