Procedia Engineering · 2011 · 14 citations · 14 references
BusinessDecision SciencesFinancial ManagementFinancial EconomicsOptimizationPortfolio ManagementFuzzy LogicIntuitionistic LogicMathematical ProgrammingOptimization TheoryPortfolio OptimizationPortfolio SelectionFuzzy Multi-objective OptimizationFuzzy Portfolio SelectionIntuitionistic Fuzzy SetsMean-variance Portfolio SelectionMembership FunctionsOptimal Portfolio ChoiceSkewness Preference
Abstract mean–variance–skewness model for optimal portfolio selection in intuitionistic fuzzy environment is proposed, Firstly, membership and non-membership functions of object and constrain functions were defined. Secondly, intuitionistic fuzzy programming model was presented based on intuitionistic fuzzy “min-max” operator. Then, intuitionistic fuzzy programming was resolved by Matlab software.
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Krassimir Atanassov · Fuzzy Sets and Systems · 1986 · 16.2K citations · Full text
Decision-Making in a Fuzzy Environment
Richard Bellman, L. A. Zadeh · Management Science · 1970 · 6.8K citations · Full text