Fuzzy portfolio optimization

Yaron Klein (klein@eng.tau.ac.il)
Sun, 21 Jun 1998 17:17:03 +0200 (MET DST)

Hi to all,

I m a Ph.D. student at Tel-Aviv University. My research areas are fuzzy
optimization and fuzzy scheduling.
I m inverstigating now the area of portfolio management and asset allocation using fuzzy
logic. Does anyone knows about good references regarding portfolio management
using fuzzy logic. Does anyone has a documentation of PORSEL (portfolio
selection)?

Thanks,

Yaron Klein
Tel-Aviv University

P.S.
My paper for the IEEE conference will soon be in my home page at:
http://www.eng.tau.ac.il/~klein

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