A fuzzy behavioral portfolio decision model with trapezoidal fuzzy return and aspiration
نویسندگان
چکیده
This paper deals with the stock portfolio selection problem involved trapezoidal fuzzy number returns and multiple mental accounts. A behavioral decision model is proposed to maximize possibilistic mean value of return ensure each account exceeding given minimum aspiration level a probability. Then, some programming models are designed solve optimal strategy. Finally, one numerical example illustrate effectiveness approach.
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ژورنال
عنوان ژورنال: Journal of physics
سال: 2021
ISSN: ['0022-3700', '1747-3721', '0368-3508', '1747-3713']
DOI: https://doi.org/10.1088/1742-6596/1978/1/012053