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

Bo Wang, You Li, Junzo Watada

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Abstract

    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.

    Original languageEnglish
    Title of host publicationFrontiers in Artificial Intelligence and Applications
    Pages409-418
    Number of pages10
    Volume255
    DOIs
    Publication statusPublished - 2013

    Publication series

    NameFrontiers in Artificial Intelligence and Applications
    Volume255
    ISSN (Print)09226389

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    Keywords

    • Exit points of profit and loss
    • Exit strategy
    • Fuzzy portfolio selection
    • Particle swarm optimization

    ASJC Scopus subject areas

    • Artificial Intelligence

    Cite this

    Wang, B., Li, Y., & Watada, J. (2013). The measurement of exit strategy impact in Fuzzy portfolio-based investment. In Frontiers in Artificial Intelligence and Applications (Vol. 255, pp. 409-418). (Frontiers in Artificial Intelligence and Applications; Vol. 255). https://doi.org/10.3233/978-1-61499-264-6-409