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Fuzzy Portfolio Selection Models for Dealing with Investor’s Preferences

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Part of the book series: Studies in Fuzziness and Soft Computing ((STUDFUZZ,volume 360))

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Abstract

This chapter provides an overview of the authors’ previous work about dealing with investor’s preferences in the portfolio selection problem. We propose a fuzzy model for dealing with the vagueness of investor preferences on the expected return and the assumed risk, and then we consider several modifications to include additional constraints and goals.

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Author information

Authors and Affiliations

  1. Universidad de Valencia, Valencia, Spain

    Clara Calvo, Carlos Ivorra & Vicente Liern

Authors
  1. Clara Calvo
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  2. Carlos Ivorra
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  3. Vicente Liern
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Corresponding author

Correspondence to Vicente Liern .

Editor information

Editors and Affiliations

  1. Department of Computer Science and A.I. Higher Technical School of Information Technology and Telecommunications Engineering, University of Granada, Granada, Spain

    David A. Pelta

  2. Department of Computer Science and A.I. Higher Technical School of Information Technology and Telecommunications Engineering, University of Granada , Granada, Spain

    Carlos Cruz Corona

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Calvo, C., Ivorra, C., Liern, V. (2018). Fuzzy Portfolio Selection Models for Dealing with Investor’s Preferences. In: Pelta, D., Cruz Corona, C. (eds) Soft Computing Based Optimization and Decision Models. Studies in Fuzziness and Soft Computing, vol 360. Springer, Cham. https://doi.org/10.1007/978-3-319-64286-4_7

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  • DOI: https://doi.org/10.1007/978-3-319-64286-4_7

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-64285-7

  • Online ISBN: 978-3-319-64286-4

  • eBook Packages: EngineeringEngineering (R0)

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