Comparison of Classic Mean-Variance and Fuzzy Model Approaches to Portfolio Selection Problem
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-51521-7_40
Reference16 articles.
1. Liu, Sh.-T.: A fuzzy modeling for fuzzy portfolio optimization. Expert Syst. Appl. 38(11), 13803–13809 (2011). https://doi.org/10.1016/j.eswa.2011.04.183
2. Garcia, M.T.M., dos Santos Borrego, D.A.B.: Calculating the efficient frontier for the Portuguese Stock Market. Int. Adv. Econ. Res. 24, 339–349 (2018). https://doi.org/10.1007/s11294-018-9705-9
3. Markowitz, H.: Portfolio Selection: Efficient Diversification of Investments. Wiley, New York (1959). https://doi.org/10.2307/2975974
4. Feldman, D., Reisman, H.: Simple construction of the efficient frontier. Eur. Financial Manag. 9(2), 251–259 (2003). https://doi.org/10.1111/1468-036X.00218
5. Das, S., Markowitz, H., Scheid, J., Statman, M.: Portfolios for investors who want to reach their goals while staying on the mean-variance efficient frontier. J. Wealth Manag. 14(2), 25–31 (2011). https://doi.org/10.3905/jwm.2011.14.2.025
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