RE: Fuzzy portfolio optimization

Constantin von Altrock (cva@inform-ac.com)
Sun, 28 Jun 1998 22:34:58 +0200 (MET DST)

Dear Yaron

We do have an example for portfolio management that you can download as
Excel file at www.fuzzytech.com. Select "Fuzzy Library" from the home page,
and select "Business and Finance Applications" next. You may also try the
book "Fuzzy Logic & NeuroFuzzy in Business and Finance", which contains more
case studies in detail.

Good luck for your PhD!

Constantin

> -----Original Message-----
> From: fuzzy-mail@dbai.tuwien.ac.at
> [mailto:fuzzy-mail@dbai.tuwien.ac.at]On Behalf Of Yaron Klein
> Sent: Sonntag, 21. Juni 1998 17:15
> To: Multiple recipients of list
> Subject: Fuzzy portfolio optimization
>
>
>
> 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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