On Fuzzy Portfolio Selection Problems: A Parametric Representation Approach
Fuzzy portfolio selection problem is a major issue in the financial field and a special case of constrained fuzzy-valued optimization problems (CFOPs). In this respect, the present paper aims to investigate the CFOP with regard to the features of the parametric representation of fuzzy numbers named...
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| Format: | Article |
| Language: | English |
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Wiley
2017-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2017/9317924 |
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| _version_ | 1832548489781837824 |
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| author | Omid Solaymani Fard Mohadeseh Ramezanzadeh |
| author_facet | Omid Solaymani Fard Mohadeseh Ramezanzadeh |
| author_sort | Omid Solaymani Fard |
| collection | DOAJ |
| description | Fuzzy portfolio selection problem is a major issue in the financial field and a special case of constrained fuzzy-valued optimization problems (CFOPs). In this respect, the present paper aims to investigate the CFOP with regard to the features of the parametric representation of fuzzy numbers named as convex constraint function (CCF) which is proposed by Chalco-Cano et al. in 2014. Furthermore, relying on this parametric representation, some proper conditions are provided for the existence of solutions to a CFOP. To this end, by the increasing representation of CCF, the main problem is converted to a parametric multiobjective programming problem and some solution concepts from a similar framework in the multiobjective programming are proposed for the CFOP. Eventually to illustrate the proposed results, the fuzzy portfolio selection problem is discussed. |
| format | Article |
| id | doaj-art-c281622377404d489e3ecb9441bcd3e6 |
| institution | Kabale University |
| issn | 1076-2787 1099-0526 |
| language | English |
| publishDate | 2017-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Complexity |
| spelling | doaj-art-c281622377404d489e3ecb9441bcd3e62025-02-03T06:14:03ZengWileyComplexity1076-27871099-05262017-01-01201710.1155/2017/93179249317924On Fuzzy Portfolio Selection Problems: A Parametric Representation ApproachOmid Solaymani Fard0Mohadeseh Ramezanzadeh1Department of Applied Mathematics, School of Mathematics and Computer Science, Damghan University, Damghan, IranDepartment of Applied Mathematics, School of Mathematics and Computer Science, Damghan University, Damghan, IranFuzzy portfolio selection problem is a major issue in the financial field and a special case of constrained fuzzy-valued optimization problems (CFOPs). In this respect, the present paper aims to investigate the CFOP with regard to the features of the parametric representation of fuzzy numbers named as convex constraint function (CCF) which is proposed by Chalco-Cano et al. in 2014. Furthermore, relying on this parametric representation, some proper conditions are provided for the existence of solutions to a CFOP. To this end, by the increasing representation of CCF, the main problem is converted to a parametric multiobjective programming problem and some solution concepts from a similar framework in the multiobjective programming are proposed for the CFOP. Eventually to illustrate the proposed results, the fuzzy portfolio selection problem is discussed.http://dx.doi.org/10.1155/2017/9317924 |
| spellingShingle | Omid Solaymani Fard Mohadeseh Ramezanzadeh On Fuzzy Portfolio Selection Problems: A Parametric Representation Approach Complexity |
| title | On Fuzzy Portfolio Selection Problems: A Parametric Representation Approach |
| title_full | On Fuzzy Portfolio Selection Problems: A Parametric Representation Approach |
| title_fullStr | On Fuzzy Portfolio Selection Problems: A Parametric Representation Approach |
| title_full_unstemmed | On Fuzzy Portfolio Selection Problems: A Parametric Representation Approach |
| title_short | On Fuzzy Portfolio Selection Problems: A Parametric Representation Approach |
| title_sort | on fuzzy portfolio selection problems a parametric representation approach |
| url | http://dx.doi.org/10.1155/2017/9317924 |
| work_keys_str_mv | AT omidsolaymanifard onfuzzyportfolioselectionproblemsaparametricrepresentationapproach AT mohadesehramezanzadeh onfuzzyportfolioselectionproblemsaparametricrepresentationapproach |