Investment Portfolio Evaluation by the Fuzzy Approach
Lambovska Maya, Marchev Angel
Klíčová slova
management process of investment portfolio, fuzz y evaluation; fuzz y expertons and incidence matrices;
delayed effects
Abstrakt:
Abstract
This paper presents a new fuzzy approach for the evaluation of investment portfolio, where
the approach is viewed by the authors as a sub-phase of the management process of these portfolios.
The approach defines the mutual and delayed effects among the significant variables of
the investment portfolio. The evaluation of the effects is described as fuzzy trapezoidal numbers
and they are aggregated by mathematical operations with incidence matrices and fuzzy
functions “experton”.
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