A Fuzzy Mixed Projects and Securities Portfolio Selection Model

The business environment is full of uncertainties. Investing in various asset classes may lower the risk of overall portfolio and increase the potential for greater returns. In this paper, we propose a bi-objective mixed asset portfolio selection model involving projects as well as securities. Furthermore, based on fuzzy decision theory, a fuzzy mixed projects and securities portfolio selection model is also proposed. A numerical example is given to illustrate the behavior of the proposed fuzzy mixed asset portfolio selection model.

• Type: Conference
• Year: 2005
• Where: FSKD
• Authors: Yong Fang, K. K. Lai, Shouyang Wang
• Keywords: Asset Portfolio Selection, FSKD 2005, Mixed Asset Portfolio, Portfolio Selection Model