Fuzzy linear programming: An application in portfolio selection

• المؤلفون الرئيسيون: Lim, Erin Beatrice K., Ocampo, Alyssa Therese D.
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2008
• الموضوعات: Programming (Mathematics); Fuzzy sets > Linear programming; Fuzzy systems > Mathematical models; Linear programming
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_bachelors/17488

Markowitz portfolio selection model is the most frequent model used when solving portfolio selection problem. But since this thesis focuses on the use of fuzzy linear programming , Markowitz portfolio selection model was transformed into mean absolute deviation minimization to be able to apply the s...