FUZZY LOGIC AND COMPROMISE PROGRAMMING IN PORTFOLIO MANAGEMENT

Yann Duval and Allen Featherstone

No 35695, 1999 Annual Meeting, July 11-14, 1999, Fargo, ND from Western Agricultural Economics Association

Abstract: The objective of this paper is to develop a portfolio optimization technique that is simple enough for an individual with little knowledge of economic theory to systematically determine his own optimized portfolio. A compromise programming approach and a fuzzy logic approach are developed as alternatives to the traditional EV model.

Keywords: Agricultural; Finance (search for similar items in EconPapers)
Pages: 15
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:ags:waeafa:35695

DOI: 10.22004/ag.econ.35695

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