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Mostrando ítems 1-3 de 3

A credibilistic mean-semivariance-PER portfolio selection model for Latin America

García García, Fernando; Gonzalez-Bueno, Jairo; Oliver-Muncharaz, Javier; Tamosiuniene, Rima (Vilnius Gediminas Technical University, 2019)

[EN] Many real-world problems in the financial sector have to consider different objectives which are conflicting, for example portfolio selection. Markowitz proposed an approach to determine the optimal composition of a ...
A multiobjective credibilistic portfolio selection model. Empirical study in the Latin American Integrated Market

García García, Fernando; Gonzalez-Bueno, Jairo; Guijarro, Francisco; Oliver-Muncharaz, Javier (Enterpreneurship and Sustainability Center, 2020)

[EN] This paper extends the stochastic mean-semivariance model to a fuzzy multiobjective model, where apart from return and risk, also liquidity is considered to measure the performance of a portfolio. Uncertainty of future ...
Multiobjective Approach to Portfolio Optimization in the Light of the Credibility Theory

García García, Fernando; González-Bueno, Jairo; Guijarro, Francisco; Oliver-Muncharaz, Javier; Tamosiuniene, Rima (Vilnius Gediminas Technical University, 2020)

[EN] The present research proposes a novel methodology to solve the problems faced by investors who take into consideration different investment criteria in a fuzzy context. The approach extends the stochastic mean-variance ...

Mostrando ítems 1-3 de 3