The measurement of exit strategy impact in Fuzzy portfolio-based investment

In security market, the term exit means that the investor may sell his equity on account of some exogenous or endogenous incentives, especially when security price becomes higher than his expectation or lower than his tolerance. It is a common problem that all the deciders need to face in the investment horizon. However, there have been few studies probe into the influences caused by such strategy in fuzzy environment. Therefore, in this work, we use the exit strategy to secure security future returns and rebuild fuzzy portfolio selection models. Then, we discuss about the exit points and employ one meta-heuristic method to solve the proposed models. We also analyze the differences between the new models' experimental results and that of previous methods.