a Record control number 26270881

a ISSN 1432-7643

a Original cataloging agency NEU GrandLibrary

a Language code of text/sound track or separate title eng

a Classification number TJ213

b Item number .F89 2007

a Personal name Abiyev, Rahib H.,

h Medium Electronic Document

a Title Fuzzy portfolio selection using genetic algorithm

c Statement of responsibility, etc Rahib Hidayat Abiyev, Mustafa Menekay.

c Date of publication, distribution, etc 2007.

a Summary, etc This paper presents the development of fuzzy portfolio selection model in investment. Fuzzy logic is utilized in the estimation of expected return and risk. Using fuzzy logic, managers can extract useful information and estimate expected return by using not only statistical data, but also economical and financial behaviors of the companies and their business strategies. In the formulated fuzzy portfolio model, fuzzy set theory provides the possibility of trade-off between risk and return. This is obtained by assigning a satisfaction degree between criteria and constraints. Using the formulated fuzzy portfolio model, a Genetic Algorithm (GA) is applied to find optimal values of risky securities. Numerical examples are given to demonstrate the effectiveness of proposed method. [ABSTRACT FROM AUTHOR] $b Copyright of Soft Computing - A Fusion of Foundations, Methodologies & Applications is the property of Springer Science & Business Media B.V. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

a Topical term or geographic name as entry element Fuzzy systems

a Topical term or geographic name as entry element Near East University Article

a Topical term or geographic name as entry element Yakın Doğu Üniversitesi Makale

a Main entry heading Soft Computing - A Fusion of Foundations, Methodologies & Applications

g Relationship information Oct2007, Vol. 11 Issue 12, p1157-1163

h Physical description 7p

x International Standard Serial Number 14327643