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- Title
PORTFOLIO ASSETS SELECTION THROUGH GREY NUMBERS IMPLEMENTATION.
- Authors
Badescu, Adrian Victor; Smeureanu, Ion; Cristea, Radu Nicolae; Asimit, Alexandru Valentin
- Abstract
The article offers information on the use of grey numbers in describing the future yield of a structure and an investor's accepted upper bond in Romania. It states that the approach makes use of the concept of the fuzzy theory, which brings new perspectives on the use of the modern tools. Moreover, the optimal structure of the portfolio is obtained via fuzzy expected rate of return.
- Subjects
ROMANIA; FUZZY decision making; MATHEMATICAL models; BONDS (Finance); RATE of return
- Publication
Economic Computation & Economic Cybernetics Studies & Research, 2010, Vol 44, Issue 4, p1
- ISSN
0424-267X
- Publication type
Article