Affiliation:
1. Gohar Zamin Iron Ore Company, Sirjan, Iran
2. Jiroft University of Medical Sciences, Jiroft, Iran
Abstract
In this paper, finding the optimal LR mixed fuzzy random portfolio that is a portfolio that contains some candidate securities with random return rates and some securities with LR fuzzy return rates is investigated. Besides, it is done by a new criterion that as a risk measure provides information about all the likely losses, and at any level of loss, the investor will be able to choose the maximum of her or his tolerable loss. And in the end, a case study of the Tehran stock exchange is presented for the sake of illustration.
Publisher
World Scientific Pub Co Pte Ltd
Subject
Artificial Intelligence,Information Systems,Control and Systems Engineering,Software
Cited by
2 articles.
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