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

Bo Wang*, You Li, Junzo Watada

*この研究の対応する著者

    研究成果: Conference contribution

    抄録

    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.

    本文言語English
    ホスト出版物のタイトルFrontiers in Artificial Intelligence and Applications
    ページ409-418
    ページ数10
    255
    DOI
    出版ステータスPublished - 2013

    出版物シリーズ

    名前Frontiers in Artificial Intelligence and Applications
    255
    ISSN(印刷版)09226389

    ASJC Scopus subject areas

    • 人工知能

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