Interactive fuzzy numbers in the evaluation of the effectiveness of investment projects and selection of efficient portfolios

• Authors: Bogdan RĘBIASZ
• Languages of publication: EN

Abstracts

EN

The paper presents a method for evaluating the effectiveness and risks of investment projects and the selection of efficient portfolios in a situation where parameters in the calculation of effectiveness are expressed in the form of interactive fuzzy numbers. Fuzzy model simulations are used to perform arithmetic operations on interactive fuzzy numbers. The process of selecting investment projects takes into account statistical and economic dependences between projects.

Keywords

EN

portfolio selection; risk, fuzzy numbers; simulation; mathematical programming

• Publisher: Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
• Journal: Operations Research and Decisions
• Year: 2010
• Volume: 20
• Issue: 3-4
• Pages: 103-127

Contributors

author

Bogdan RĘBIASZ

• University of Science and Technology, Faculty of Management, Gramatyka 10, 30-067 Cracow, Poland,

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