Fuzzy linear programming: An application in portfolio selection

• Main Authors: Lim, Erin Beatrice K., Ocampo, Alyssa Therese D.
• Format: text
• Language: English
• Published: Animo Repository 2008
• Subjects: Programming (Mathematics); Fuzzy sets > Linear programming; Fuzzy systems > Mathematical models; Linear programming
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/17488
• Institution: De La Salle University

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...