scholarly journals Fuzzy Decision Making Methodology for Portfolio Selection Problem Under Uncertainty: An Application at Borsa İstanbul (BIST)

2019 ◽  
Author(s):  
Beyza Özkök
Keyword(s):  
Decision Making ◽  
Portfolio Selection ◽  
Selection Problem ◽  
Fuzzy Decision Making ◽  
Fuzzy Decision ◽  
Portfolio Selection Problem

scholarly journals A project portfolio selection problem in a group decision-making context

2012 ◽  
Vol 8 (1) ◽  
pp. 243-261 ◽  
Author(s):  
Ana F. Carazo ◽  
◽  
Ignacio Contreras ◽  
Trinidad Gómez ◽  
Fátima Pérez ◽  
...  
Keyword(s):  
Decision Making ◽  
Portfolio Selection ◽  
Group Decision Making ◽  
Group Decision ◽  
Selection Problem ◽  
Project Portfolio ◽  
Portfolio Selection Problem ◽  
Project Portfolio Selection

UNCERTAIN DECISION MAKING AND ITS APPLICATION TO PORTFOLIO SELECTION PROBLEM

2014 ◽  
Vol 22 (01) ◽  
pp. 113-123 ◽  
Author(s):  
KAI YAO ◽  
XIAOYU JI
Keyword(s):  
Decision Making ◽  
Decision Theory ◽  
Utility Function ◽  
Portfolio Selection ◽  
Expected Utility ◽  
Random Variable ◽  
Uncertain Variable ◽  
Selection Problem ◽  
Portfolio Selection Problem ◽  
Objective Uncertainty

In the traditional decision theory, choice with undetermined consequence is usually regarded as random variable, which usually describes objective uncertainty. This paper first considers the human uncertainty in making decisions, and employs uncertain variable to describe the choice. Utility function is also employed in the paper, and expected utility is introduced as a criterion to rank the choices. At last, in order to illustrate the uncertain decision making method, a portfolio selection problem is considered.

A DOWNSIDE RISK APPROACH FOR THE PORTFOLIO SELECTION PROBLEM WITH FUZZY RETURNS

2004 ◽  
Vol 09 (01) ◽  
Author(s):  
Teresa León ◽  
Vicente Liern ◽  
Paulina Marco ◽  
Enriqueta Vercher ◽  
José Vicente Segura
Keyword(s):  
Portfolio Selection ◽  
Downside Risk ◽  
Selection Problem ◽  
Portfolio Selection Problem ◽  
Risk Approach
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