International Journal of Science and Research (IJSR)

International Journal of Science and Research (IJSR)
Call for Papers | Fully Refereed | Open Access | Double Blind Peer Reviewed

ISSN: 2319-7064


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Informative Article | Mathematics | Indonesia | Volume 4 Issue 3, March 2015 | Popularity: 6.4 / 10


     

Portfolio Selection with Fuzzy Downside Risk Model: A Numerical Study

Muslena Layla, Meiria Jolina Tarigan, Yulia Utami, Wilma Handayani


Abstract: In this paper, we carry out the numerical study of a fuzzy portfolio selection model where the objective is to minimize the downside risk and the rates of returns on securities are approximated by means of LR-fuzzr numbers of trapezoidal form.


Keywords: Fuzzy Returns, Interval-valued Expectation, Downside Risk, Possibilistic Mean Variance


Edition: Volume 4 Issue 3, March 2015


Pages: 2476 - 2479



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Muslena Layla, Meiria Jolina Tarigan, Yulia Utami, Wilma Handayani, "Portfolio Selection with Fuzzy Downside Risk Model: A Numerical Study", International Journal of Science and Research (IJSR), Volume 4 Issue 3, March 2015, pp. 2476-2479, URL: https://www.ijsr.net/getabstract.php?paperid=SUB152792, DOI: https://www.doi.org/10.21275/SUB152792



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