Investor’s satisfaction in portfolio selection problem

DOI

10.2991/ifsa-eusflat-15.2015.23How to use a DOI?

Keywords

fuzzy variable, portfolio optimization, investor’s satisfaction.

Abstract

Empirical studies show that individual investors do not always behave rationally and do not use standard investment portfolio selection tasks. In this paper we focus on investor choices and the basic elements affecting them. The paper presents optimization model based on a measure of investor satisfaction. The model is created on the basis of surveys conducted among Polish individual investors. The fuzzy sets are used to model preference and expectation of investors and the uncertain future return rate of portfolio are fuzzy variable.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

TY  - CONF
AU  - Aleksandra Rutkowska
PY  - 2015/06
DA  - 2015/06
TI  - Investor’s satisfaction in portfolio selection problem
BT  - Proceedings of the 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology
PB  - Atlantis Press
SP  - 139
EP  - 144
SN  - 1951-6851
UR  - https://doi.org/10.2991/ifsa-eusflat-15.2015.23
DO  - 10.2991/ifsa-eusflat-15.2015.23
ID  - Rutkowska2015/06
ER  -