Usages of fuzzy returns on Markowitz’s portfolio selection

• Main Authors: Rattanadamrongaksorn T., Sirisrisakulchai J., Sriboonjitta S.
• Format: Book Series
• Published: 2017
• Online Access: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006042836&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/42201
• Institution: Chiang Mai University

© Springer International Publishing AG 2016. Given the unavailability of historical data, selecting portfolio by the Markowitz’s becomes difficult, if not impossible. In this particular situation expert opinion is the inevitable option. To cope with the nature of subjective data and their different...