This paper considers several portfolio selection problems considering Socially Responsible Investment (SRI), which is the most important measure to sustain continuous developments of companies by performing environment-friendliness and suitable social activity, and which is also essential for avoiding the latent risk. Corporate Social Responsibility (CSR) is presented as linguistic and ambiguou...

The purpose of this paper is to develop a new two-stage method for fuzzy multi-objective linear program and apply to engineering project portfolio selection. In the fuzzy multi-objective linear program, all the objective coefficients, technological coefficients and resources are trapezoidal fuzzy numbers (TrFNs). An order relationship for TrFNs is introduced by using the interval expectation of...

There is a variety of models for portfolio selection. However, in portfolio theory applications little or no attention is paid to the cardinality problem. In this paper, an algorithm for dealing with this problem is presented. The proposed allocation algorithm is implemented in a software system, which is based on the Fuzzy Logic Q-measure Model and manages financial investments in real time. T...

in this paper, the researchers have proposed a multi-dimensional knapsack model for project capital budgeting problem in uncertain situation which has been modeled through fuzzy sets. the optimistic and pessimistic situations were considered and associated deterministic models were yielded. numerical example has been supplied toillustrate the performance of proposed model. the results were prom...

Selecting the best transportation investment project (TIP) is often a difficult task, since many social, environmental and economic criteria have to be considered simultaneously. Evaluating a set of different projects, especially the best set of alternatives, portfolios, is even more complex. Pursuing the goal of selecting the best TIP portfolio, we propose a fuzzy assessment method to aid the ...

This paper describes a decision system based on rules for the management of a stock portfolio using a fuzzy inference system to select the stocks to be incorporated. This system simulates the intelligent behavior of an investor, carrying out the buying and selling of stocks, such that during each day the best stocks will be selected to be incorporated in the portfolio with the use of technical ...

In this paper, we review some fuzzy linear programming methods and techniques from a practical point of view. In the rst part, the general history and the approach of fuzzy mathematical programming are introduced. Using a numerical example, some models of fuzzy linear programming are described. In the second part of the paper, fuzzy mathematical programming approaches are compared to stochastic...

<p style='text-indent:20px;'>This article proposes an efficient approach for solving portfolio type problems. It is highly suitable to help fund allocators and decision makers set up appropriate portfolios investors. Stock selection based upon the risk benefits analysis using MADM in fuzzy environment. This sort of allows identify list acceptable where they can assign some portions their ...

     Familial adenomatous polyposis (FAP) is a hereditary autosomal dominant cancer syndrome, results from germ line mutation or deletion of the Adenomatous Polyposis Coli (APC) gene on chromosome 5q21. Patients with FAP suffer from multiple polyps mainly at the colorectal region as well as other parts of the gastrointestinal tract, which has propensity to transform into carcinoma. FAP has also...

This paper considers robust mean-variance portfolio selection problems including uncertainty sets and fuzzy factors. Since these problems are not well-defined problems due to fuzzy factors, it is hard to solve them directly. Therefore, introducing chance constraints, fuzzy goals and possibility measures, the proposed models are transformed into the deterministic equivalent problems. Furthermore...