Journal of Mathematics Research
Risk Curve and Bifuzzy Portfolio Selection
Abstract
In order to solve the portfolio problem when security returns are bifuzzy variables, firstly we propose a new definition
of risk, then one type of portfolio selection based on expected value and risk is provided according to bifuzzy theory.
Furthermore, a hybrid intelligent algorithm by integrating bifuzzy simulation and genetic algorithm is designed. Finally,
one numerical experiment is provided to illustrate effectiveness of the hybrid intelligent algorithm.
of risk, then one type of portfolio selection based on expected value and risk is provided according to bifuzzy theory.
Furthermore, a hybrid intelligent algorithm by integrating bifuzzy simulation and genetic algorithm is designed. Finally,
one numerical experiment is provided to illustrate effectiveness of the hybrid intelligent algorithm.
This work is licensed under a Creative Commons Attribution 3.0 License.
Journal of Mathematics Research ISSN 1916-9795 (Print) ISSN 1916-9809 (Online)
Copyright © Canadian Center of Science and Education
To make sure that you can receive messages from us, please add the 'ccsenet.org' domain to your e-mail 'safe list'. If you do not receive e-mail in your 'inbox', check your 'bulk mail' or 'junk mail' folders.