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Using a fuzzy sets approach to select a portfolio of greek government bonds

Zopounidis Konstantinos, Dounias, G, Michalopoulos Michail, Thomaidis, Nikolaos

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URIhttp://purl.tuc.gr/dl/dias/32811A2B-97AE-4753-80B0-9F338F96618B-
Languageen-
Extent22 pagesen
TitleUsing a fuzzy sets approach to select a portfolio of greek government bondsen
CreatorZopounidis Konstantinosen
CreatorΖοπουνιδης Κωνσταντινοςel
CreatorDounias, Gen
CreatorMichalopoulos Michailen
CreatorΜιχαλοπουλος Μιχαηλel
CreatorThomaidis, Nikolaosen
Content SummaryIn 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 specification of the portfolio that optimally meets the given goals. The reliability of the results obtained with this methodology is checked with the aid of simulation.en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-10-28-
Date of Publication2004-
SubjectCapability, Financial (Financial literacy)en
SubjectFinancial capability (Financial literacy)en
SubjectLiteracy, Financialen
Subjectfinancial literacyen
Subjectcapability financial financial literacyen
Subjectfinancial capability financial literacyen
Subjectliteracy financialen
Bibliographic CitationM. Michalopoulos, , N. Thomaidis, G.D. Dounias , C. Zopounidis ," Using a fuzzy sets approach to select a portfolio of greek government bonds," Fuzzy Ec.Review, vol. 9, no. 2, pp.27-48,2004.en

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