Fuzzy Portfolio Optimization

I. Literature Review

1. Survey for Portfolio Selection Under Fuzzy Uncertain Circumstances

II. Portfolio Selection Models Based on Fuzzy Decision Making

2. Fuzzy Decision Making and Maximization Decision Making

3. Portfolio Selection Model with Fuzzy Liquidity Constraints

4. Ramaswamy’s Model

5. León-Liern-Vercher’s Model

6. Fuzzy Semi-absolute Deviation Portfolio Rebalancing Model

7. Fuzzy Mixed Projects and Securities Portfolio Selection Model

III. Portfolio Selection Models with Interval Coefficients

8. Linear Programming Model with Interval Coefficients

9. Quadratic Programming Model with Interval Coefficients

IV. Portfolio Selection Models with Possibility Distribution

10. Tanaka and Guo’s Model with Exponential Possibility Distributions

11. Carlsson-Fullér-Majlender’s Trapezoidal Possibility Model

12. Center Spread Model in Fractional Financial Market

V. Fuzzy Passive Portfolio Selection Models

13. Fuzzy Index Tracking Portfolio Selection Model

DRM-restrictions

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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000