A fuzzy decision‐making approach for portfolio management with direct real estate investment

A fuzzy decision‐making approach for portfolio management with direct real estate investment

This study incorporated expert knowledge into the classical quadratic programming approach, i.e., Modern Portfolio Theory (MPT), through fuzzy set theory; in obtaining portfolio return optimization involving direct real estate investment. Two fuzzy mathematical programming models were uniquely spec...

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Bibliographic Details
Main Authors: Eddie Chi Man Hui, Otto Muk Fai Lau, Kak Keung Lo
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2009-06-01
Series:International Journal of Strategic Property Management
Subjects:
Modern portfolio theory
Imprecise information
Fuzzy linear programming
Portfolio selection
Decision making
Online Access:https://journals.vgtu.lt/index.php/IJSPM/article/view/6190

Internet

https://journals.vgtu.lt/index.php/IJSPM/article/view/6190

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