Chapter

Fuzzy Systems and Knowledge Discovery

Volume 3614 of the series Lecture Notes in Computer Science pp 931-940

A Fuzzy Mixed Projects and Securities Portfolio Selection Model

  • Yong FangAffiliated withInstitute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences
  • , K. K. LaiAffiliated withCollege of Business Administration, Hunan UniversityDepartment of Management Sciences, City University of Hong Kong
  • , Shou-Yang WangAffiliated withInstitute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences

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Abstract

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.