Investor’s satisfaction in portfolio selection problem

Aleksandra Rutkowska

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.
Author Aleksandra Rutkowska (WIiGE / KMS)
Aleksandra Rutkowska,,
- Department of Applied Mathematics
Pages139-144
Publication size in sheets0.5
Book M. Alonso Jose, Bustince Humberto, Reformat Marek (eds.): Proceedings of the 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology, Advances in Intelligent Systems Research, vol. 89, 2015, Atlantis Press, ISBN 978-94-62520-77-6, 1662 p.
Keywords in Englishfuzzy variable, portfolio optimization, investor’s satisfaction
DOIDOI:10.2991/ifsa-eusflat-15.2015.23
URL https://www.atlantis-press.com/proceedings/ifsa-eusflat-15/23534
Languageen angielski
Score (nominal)15
Score sourceconferenceIndex
ScoreMinisterial score = 15.0, 12-02-2020, BookChapterSeriesAndMatConfByIndicator
Ministerial score (2013-2016) = 15.0, 12-02-2020, BookChapterSeriesAndMatConfByIndicator
Publication indicators WoS Citations = 0
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