10.5281/zenodo.1410262
https://zenodo.org/records/1410262
oai:zenodo.org:1410262
Jack Allen
Jack Allen
Sukanto Bhattacharya
Sukanto Bhattacharya
FLORENTIN SMARANDACHE
FLORENTIN SMARANDACHE
Fuzziness and funds allocation in portfolio optimization
Zenodo
2018
2018-09-06
10.5281/zenodo.1410261
Creative Commons Attribution 4.0 International
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.