期刊論文
| 學年 | 104 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 2016-04-01 |
| 作品名稱 | Fuzzy Portfolio Selection Using a Weighted Function of Possibilistic Mean and Variance in Business Cycles |
| 作品名稱（其他語言） | |
| 著者 | I-Fei Chen; Ruey-Chyn Tsaur |
| 單位 | |
| 出版者 | |
| 著錄名稱、卷期、頁數 | International Journal of Fuzzy Systems 18(2), p.151–159 |
| 摘要 | Investment portfolios are typically selected to reduce investment risk. In an economic recession or depression, investment strategies tend to be short term, subtle, and uncertain. When the economy is recovering or booming, investors should approach portfolio selection differently in response to the varying investment return and risk. Therefore, this study posits that different portfolios should be selected in different stages of the business cycle. An improved function for weighting possibilistic mean and variance is proposed, and a weighted fuzzy portfolio model for various investment conditions is then derived. Finally, a numerical example is presented to illustrate that the proposed models can obtain the optimal proportion of an investment throughout the business cycle to meet investors’ expectations. |
| 關鍵字 | Fuzzy portfolio model;Efficient portfolio;Weighted function;Business cycles |
| 語言 | en |
| ISSN | 1562-2479;2199-3211 |
| 期刊性質 | 國外 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | DEU |
| 公開徵稿 | |
| 出版型式 | ,電子版,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/111776 ) |