Application of fuzzy logic in portfolio management: evidence from Iranian researches
نویسندگان
1 Department of Financial Management, Tonekabon Branch, Islamic Azad University, Iran.
2 Department of Business Management, Tonekabon Branch, Islamic Azad University, Iran.
doi
10.22105/jfea.2020.249372.1012چکیده
Over the past decades, financial researchers have proposed different methods in portfolio selection, so that, Markwotiz [1] introduced risk and return criteria for a portfolio selection. Since it is difficult how to select an adequate stock portfolio, fuzzy models have been able to help researchers by considering uncertainty. In this research, we surveyed a portfolio management by reviewing the relevant literature of fuzzy model in financial management. The results showed that a fuzzy model can to determine an optimal portfolio.
