Investor’s satisfaction in portfolio selection problem
AbstractEmpirical 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.
|Publication size in sheets||0.5|
|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 English||fuzzy variable, portfolio optimization, investor’s satisfaction|
|Score|| = 15.0, 12-02-2020, BookChapterSeriesAndMatConfByIndicator|
= 15.0, 12-02-2020, BookChapterSeriesAndMatConfByIndicator
|Publication indicators||= 0|
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