Michalopoulos, Michael; Thomaidis, Nikolaos S.; … - In: Fuzzy Economic Review IX (2004) 2, pp. 27-48
In 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...