Journal article Open Access

Fuzziness and funds allocation in portfolio optimization

Jack Allen; Sukanto Bhattacharya; FLORENTIN SMARANDACHE

Each individual investor is different, with different financial goals, levels of risk
tolerance and personal preferences. From the point of view of investment management, these characteristics are often defined as objectives and constraints. Objectives can be the type of return being sought, while constraints include factors such as time horizon, how liquid the investor is, any personal tax situation and how risk is handled.

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