Fuzzy portfolio model under no short selling
| Autor: | Yi-Ching Lu, 呂怡青 |
|---|---|
| Rok vydání: | 2014 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 102 This paper considers a fuzzy portfolio selection problem with a constrained set of stock investment returns and satisfaction levels in terms of the total return and risk parameter. Using the stock of the listed companies, we find portfolios we tested the illustrated experiments with a sensitivity analysis that employed different investment risks cause have different results. The data are divided into five sectors that are construction, textile, electronic, chemical, and financial. The results indicate that firm performance, which is measured by profitability, growth rate, solvency, dividend yield rate. We want talk about the fuzzy model portfolioby using TOPSIS method and linear program model to choice the best type of stock. This paper consider how to know the best selection of stocks and best benefit for earning after calculating the companies reveal’s information in public. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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