Fuzzy Linear Programming on Portfolio Optimization: Empirical Evidence from FTSE 100 Index

Fuzzy Linear Programming on Portfolio Optimization: Empirical Evidence from FTSE 100 Index

Article ID

C: FINANCEF58MS

Fuzzy Linear Programming on Portfolio Optimization: Empirical Evidence from FTSE 100 Index

Fatih Konak Hitit University

Bugra Bagci

DOI

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Abstract

Portfolio is a list of securities that the investor has. The main objective of portfolio management is to maximize return while minimizing unsystematic risk. Firstly, fundamental definitions are given about theory of fuzzy logic and fuzzy logic approach is stated in this study. In the model of fuzzy logic price/earnings ratio and accumulation/distribution index which are added by the model that Werner improved. Taking all into consideration a new model is developed at the last part of this research.

Fuzzy Linear Programming on Portfolio Optimization: Empirical Evidence from FTSE 100 Index

Authors

Fatih Konak Hitit University

Bugra Bagci

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How to Cite

Fatih Konak. 2016. “. Global Journal of Management and Business Research – C: Finance GJMBR-C Volume 16 (GJMBR Volume 16 Issue C2): .

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Journal Specifications

Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

GJMBR Volume 16 Issue C2
Pg. 57- 61

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Classification

GJMBR-C Classification: JEL Code: G11, G12

Submission Received December 13, 2015
Accepted January 1, 2016
Published January 15, 2016

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Article Matrices

Total Score: 102

Country: Turkey

Subject: Global Journal of Management and Business Research - C: Finance

Authors: Fatih Konak, Bugra Bagci (PhD/Dr. count: 0)

View Count (all-time): 129

Total Views (Real + Logic): 3806

Total Downloads (simulated): 1897

Publish Date: 2016 03, Wed

Monthly Totals (Real + Logic):

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Total Views: 3806

Total Downloads: 1897

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