A New Fuzzy Portfolio Model Based on Background Risk Using MCFOA.
Weijun XuXiong DengJia LiPublished in: Int. J. Fuzzy Syst. (2015)
Keyphrases
- fuzzy random variables
- portfolio management
- minimum risk
- decision making
- risk sensitive
- fuzzy logic
- fuzzy sets
- portfolio optimization
- membership functions
- fuzzy rules
- investment decisions
- risk management
- fuzzy systems
- fuzzy set theory
- fuzzy neural network
- fuzzy numbers
- risk assessment
- fuzzy reasoning
- var model
- fuzzy clustering
- stochastic dominance
- asset allocation
- risk factors
- portfolio theory
- efficient frontier
- market data
- multi criteria
- factor analysis
- neuro fuzzy
- expert systems