Fuzzy portfolio selection is effective in coping with the uncertainty in financial decision
making, in which investor's expectation plays an important role. In this paper, to capture the …

With increasing profit in securities investment, portfolio analysis has become a major topic
for investors. We propose a fuzzy portfolio model as it is an efficient portfolio selection …

In the ever changing financial markets, investor's decision behaviors may change from time
to time. In this paper, we consider the effect of investor's different decision behaviors on …

In the finance market, a short-term investment strategy is usually applied in portfolio
selection in order to reduce investment risk; however, the economy is uncertain and the …

Investment portfolios are typically selected to reduce investment risk. In an economic
recession or depression, investment strategies tend to be short term, subtle, and uncertain …

Compared with the conventional probabilistic mean–variance methodology, fuzzy number
can better describe an uncertain environment with vagueness and ambiguity. In this paper …

We propose a fuzzy portfolio model designed for efficient portfolio selection with respect to
uncertain or vague returns. Although many researchers have studied the fuzzy portfolio …

This paper researches portfolio selection problem in combined uncertain environment of
randomness and fuzziness. Due to the complexity of the security market, expected values of …

In portfolio selection problem, the expected return, risk, liquidity etc. cannot be predicted
precisely. The investor generally makes his portfolio decision according to his experience …

The fuzzy set theory is widely used to describe the uncertainty of financial markets in modern
portfolio selection problems. In this study, the credibility theory (a popular branch of the fuzzy …