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

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

Fatih Konak

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Bugra Bagci

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Hitit Üniversitesi

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

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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.

References

21 Cites in Article

Reference Format

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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

How to Cite This Article

Fatih Konak. 2016. \u201cFuzzy Linear Programming on Portfolio Optimization: Empirical Evidence from FTSE 100 Index\u201d. Global Journal of Management and Business Research - C: Finance GJMBR-C Volume 16 (GJMBR Volume 16 Issue C2).

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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

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Classification

GJMBR-C Classification JEL Code: G11

G12

Submission ReceivedDecember 13, 2015
Peer Review Double Blind
Handling Editor
Accepted January 1, 2016
Published January 15, 2016

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v1.2

Issue date

March 16, 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): 193

Total Views (Real + Logic): 3931

Total Downloads (simulated): 1957

Publish Date: 2016 03, Wed

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Total Views: 3931

Total Downloads: 1957

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