Investment Portfolio Evaluation by the Fuzzy Approach

被引：0
|
作者：
Lambovska, Maya [1 ]
Marchev, Angel [1 ]
机构：
[1] Univ Natl & World Econ Sofia, Dept Management, Sofia 1700, Bulgaria
来源：
JOURNAL OF COMPETITIVENESS | 2011年 / 03期
关键词：
management process of investment portfolio; fuzzy evaluation; fuzzy expertons and incidence matrices; delayed effects;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper presents a new fuzzy approach for the evaluation of investment portfolio, where the approach is viewed by the authors as a sub-phase of the management process of these portfolios. The approach defines the mutual and delayed effects among the significant variables of the investment portfolio. The evaluation of the effects is described as fuzzy trapezoidal numbers and they are aggregated by mathematical operations with incidence matrices and fuzzy functions "experton".
引用
收藏
页码：13 / 26
页数：14
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