Abstract
The business environment is full of uncertainties. Investing in various asset classes may lower the risk of overall portfolio and increase the potential for greater returns. In this paper, we propose a bi-objective mixed asset portfolio selection model involving projects as well as securities. Furthermore, based on fuzzy decision theory, a fuzzy mixed projects and securities portfolio selection model is also proposed. A numerical example is given to illustrate the behavior of the proposed fuzzy mixed asset portfolio selection model.
Supported by the National Natural Science Foundation of China under Grant No. 70221001 and City University of Hong Kong under Grant No. 7100289.
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Fang, Y., Lai, K.K., Wang, SY. (2005). A Fuzzy Mixed Projects and Securities Portfolio Selection Model. In: Wang, L., Jin, Y. (eds) Fuzzy Systems and Knowledge Discovery. FSKD 2005. Lecture Notes in Computer Science(), vol 3614. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11540007_117
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DOI: https://doi.org/10.1007/11540007_117
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-28331-7
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