Using a fuzzy sets approach to select a portfolio of Greek government bonds
Michael Michalopoulos. Bank of Greece
Nikolaos S. Thomaidis, George D. Dounias. University of Aegean
Constantin Zopounidis. Technical University of Crete
- Fuzzy Economic Review: Volume IX, Number 2. November 2004
- DOI: 10.25102/fer.2004.02.02
In this paper we investigate the application of a methodology based on fuzzy-sets theory to the selection of an optimal portfolio of Greek government bonds. Investors' goals for the different bond market scenarios are formulated in fuzzy qualitative terms, while a model of fuzzy mathematical programming is used for the…
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