Performance evaluation of possibilistic fuzzy portfolios with different investor risk attitudes based on DEA approach.
Xue DengFengting GengWen FangCuirong HuangYong LiangPublished in: J. Intell. Fuzzy Syst. (2023)
Keyphrases
- investment decisions
- fuzzy numbers
- portfolio optimization
- data envelopment analysis
- optimal portfolio
- expected utility
- portfolio selection
- fuzzy sets
- minimum risk
- asset allocation
- multi criteria
- possibilistic clustering
- portfolio theory
- portfolio management
- stock market
- decision making
- fuzzy set theory
- efficient frontier
- fuzzy logic
- stock price
- financial markets
- goal programming
- long term
- chance constrained programming
- key factors
- membership functions
- fuzzy rules
- rough sets
- investment strategies
- high risk
- fuzzy clustering
- logic programming