Proceedings of the 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology

Investor’s satisfaction in portfolio selection problem

Authors
Aleksandra Rutkowska
Corresponding Author
Aleksandra Rutkowska
Available Online June 2015.
DOI
https://doi.org/10.2991/ifsa-eusflat-15.2015.23How to use a DOI?
Keywords
fuzzy variable, portfolio optimization, investor’s satisfaction.
Abstract

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.

Copyright
© 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/).

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Volume Title
Proceedings of the 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology
Series
Advances in Intelligent Systems Research
Publication Date
June 2015
ISBN
978-94-62520-77-6
ISSN
1951-6851
DOI
https://doi.org/10.2991/ifsa-eusflat-15.2015.23How to use a DOI?
Copyright
© 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  -