WATADAíS FUZZY PORTFOLIO SELECTION MODEL AND ITS APPLICATION

Home Page
About
Submit A Journal
Submit A Conference
Submit Paper/Book
- Submit a Preprint
- Submit a Book
Contact

Communications Faculty of Sciences University Ankara Series A1 Mathematics and Statistics
Volume:62 Issue:2
WATADAíS FUZZY PORTFOLIO SELECTION MODEL AND ITS APPLICATION

WATADAíS FUZZY PORTFOLIO SELECTION MODEL AND ITS APPLICATION

Authors : Gültaç EROĞLU İNAN, Aysen APAYDIN

Pages : 17-27

Doi:10.1501/Commua1_0000000695

View : 12 | Download : 6

Publication Date : 2013-08-01

Article Type : Research Paper

Abstract :Portfolio selection has been originally proposed by H.M. Markowitz 1952. The Markowitzís approcach to the portfolio selection has some di¢ culties. For example, an aspiration level given by decision makers arenít taken into consideration in the Markowitz approach. In this paper, Watadaís Fuzzy Portfolio Selection Model Based on Decision Makerís Aspiration Level is presented basically. A numerical example of the Watadaís Portfolio Selection Problem is given as the application. Data is taken as the closing prices of eight securities that cycling in Istanbul Stock Exchange insert ignore into journalissuearticles values(IMKB); between the · dates of 01.06.2009-01.06.2010. Finally, it can be said that,the aspiration levels have been provided with a high membership degree so we can say that the successfull portfolio has been formed. During the study, Excel, Minitab and Lingo software programmes were used.
Keywords :

ORIGINAL ARTICLE URL

VIEW PAPER (PDF)

* There may have been changes in the journal, article,conference, book, preprint etc. informations. Therefore, it would be appropriate to follow the information on the official page of the source. The information here is shared for informational purposes. IAD is not responsible for incorrect or missing information.