Re:Fuzzy portfolio optimization

Xiaozhong Li (xli@sckcen.be)
Wed, 8 Jul 1998 04:02:48 +0200 (MET DST)

Dear Yaron

Maybe this paper is a good reference for your start:

C. Fourali, Fuzzy logic and the quality of assessment of portfolios, Fuzzy
Sets and Systems 68 (1994) 123-139.

Good luck.

Xiaozhong

> -----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
>
_____________________________________________________________________
* Xiaozhong Li. PhD, Currently Young Scientific Researcher *
* Belgian Nuclear Research Centre (SCK·CEN) *----------*
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*________________________________________________________*----------*

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