RE: portfolio theory

Constantin von Altrock (cva@inform-ac.com)
Sat, 28 Mar 1998 22:15:30 +0100 (MET)

Tommi Salminen wrote:
> I am working as a financial markets analyst and I would be interested
> in using fuzzy theory in portfolio selection and optimizing. Any
> experiences or ideas, suggested reading etc.?

There is a paper on exactly this application on the Internet at
www.fuzzytech.com/E_FT4BS2.HTM. From this server, you can also download this
example as a plug-in to MS Excel. You find also find literature references
there.

For financial applications of fuzzy logic and neural-fuzzy, try "Fuzzy Logic
and NeuroFuzzy in Business and Finance", by Prentice Hall, ISBN
0-13-591512-0. The book is only $39 and comes with simulation software. Try
AMAZON.COM if you cannot get it in your bookstore.