Fuzzy Portfolio Selection Using Stochastic Correlation

Here we have proposed fuzzy portfolio selection model using stochastic correlation (FPSMSC) to overcome limitations both in fuzzy and stochastic world. The newly proposed model not only gets harmonious efficient frontier, but also considers the future movement of stock prices based on fuzzy expertis...

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Detalles Bibliográficos
Autores principales: Jo, Gumsong, Kim, Hyokil, Kim, Hoyong, Ri, Gyongho
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9983516/
https://www.ncbi.nlm.nih.gov/pubmed/37362591
http://dx.doi.org/10.1007/s10614-023-10371-w

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9983516/
https://www.ncbi.nlm.nih.gov/pubmed/37362591
http://dx.doi.org/10.1007/s10614-023-10371-w

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