Using Compensatory Fuzzy Logic to Model an Investor’s Preference Regarding Portfolio Stock Selection within Markowitz’s Mean-Variance Framework

We analyse the use of Compensatory FuzzyLogic (CFL) applied to an optimisation model to reflect aninvestor’s preferences regarding portfolio stock selection. CFL is a framework that allows the construction of fuzzy predicates using fuzzy parametrised linguistic variables. Although the potential of a...

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Bibliographic Details
Main Author: Rivera Zarate, Gilberto
Other Authors: García, Vicente, Espin Andrade, Rafael Alejandro
Format: Artículo
Language:en_US
Published: 2024
Subjects:
Online Access:https://doi.org/10.13053/CyS-28-3-5187
https://cys.cic.ipn.mx/ojs/index.php/CyS/article/view/5187
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