Investor’s satisfaction in portfolio selection problem
- https://doi.org/10.2991/ifsa-eusflat-15.2015.23How to use a DOI?
- fuzzy variable, portfolio optimization, investor’s satisfaction.
Empirical studies show that individual investors do not always behave rationally and do not use standard investment portfolio selection tasks. In this paper we focus on investor choices and the basic elements affecting them. The paper presents optimization model based on a measure of investor satisfaction. The model is created on the basis of surveys conducted among Polish individual investors. The fuzzy sets are used to model preference and expectation of investors and the uncertain future return rate of portfolio are fuzzy variable.
- © 2015, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Aleksandra Rutkowska PY - 2015/06 DA - 2015/06 TI - Investor’s satisfaction in portfolio selection problem BT - Proceedings of the 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology PB - Atlantis Press SP - 139 EP - 144 SN - 1951-6851 UR - https://doi.org/10.2991/ifsa-eusflat-15.2015.23 DO - https://doi.org/10.2991/ifsa-eusflat-15.2015.23 ID - Rutkowska2015/06 ER -