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Pregled bibliografske jedinice broj: 1077118

Fuzzy Logic in Portfolio Selection: Selected Applications


Škrinjarić, Tihana
Fuzzy Logic in Portfolio Selection: Selected Applications // Handbook of Research on Applied AI for International Business and Marketing Applications / Christiansen, Bryan ; Škrinjarić, Tihana (ur.).
Hershey PA, USA: IGI Global, 2021. str. 173-190 doi:10.4018/978-1-7998-5077-9.ch010


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Naslov
Fuzzy Logic in Portfolio Selection: Selected Applications

Autori
Škrinjarić, Tihana

Vrsta, podvrsta i kategorija rada
Poglavlja u knjigama, znanstveni

Knjiga
Handbook of Research on Applied AI for International Business and Marketing Applications

Urednik/ci
Christiansen, Bryan ; Škrinjarić, Tihana

Izdavač
IGI Global

Grad
Hershey PA, USA

Godina
2021

Raspon stranica
173-190

ISBN
9781799850779

ISSN
2327-5502

Ključne riječi
fuzzy logic ; stock market ; ranking

Sažetak
This chapter deals with possibilities of using fuzzy logic in the process of selecting stocks for the portfolio. Often investors observe specific cognitive uncertainty problems within the portfolio selection. This is where fuzzy logic can help with the final decision. After the description of the selected fuzzy logic concepts and comparison with other similar approaches, an empirical section provides detailed insights into the applications of such methodology. The analysis utilizes weekly data for the period January 2018 – April 2019 for 20 selected stocks in order to exhibit the usefulness of the observed approach in the portfolio selection.

Izvorni jezik
Engleski

Znanstvena područja
Matematika, Ekonomija



POVEZANOST RADA


Ustanove:
Ekonomski fakultet, Zagreb

Profili:

Avatar Url Tihana Škrinjarić (autor)

Citiraj ovu publikaciju

Škrinjarić, Tihana
Fuzzy Logic in Portfolio Selection: Selected Applications // Handbook of Research on Applied AI for International Business and Marketing Applications / Christiansen, Bryan ; Škrinjarić, Tihana (ur.).
Hershey PA, USA: IGI Global, 2021. str. 173-190 doi:10.4018/978-1-7998-5077-9.ch010
Škrinjarić, T. (2021) Fuzzy Logic in Portfolio Selection: Selected Applications. U: Christiansen, B. & Škrinjarić, T. (ur.) Handbook of Research on Applied AI for International Business and Marketing Applications. Hershey PA, USA, IGI Global, str. 173-190 doi:10.4018/978-1-7998-5077-9.ch010.
@inbook{inbook, author = {\v{S}krinjari\'{c}, T.}, year = {2021}, pages = {173-190}, DOI = {10.4018/978-1-7998-5077-9.ch010}, keywords = {fuzzy logic, stock market, ranking}, doi = {10.4018/978-1-7998-5077-9.ch010}, isbn = {9781799850779}, issn = {2327-5502}, title = {Fuzzy Logic in Portfolio Selection: Selected Applications}, keyword = {fuzzy logic, stock market, ranking}, publisher = {IGI Global}, publisherplace = {Hershey PA, USA} }
@inbook{inbook, author = {\v{S}krinjari\'{c}, T.}, year = {2021}, pages = {173-190}, DOI = {10.4018/978-1-7998-5077-9.ch010}, keywords = {fuzzy logic, stock market, ranking}, doi = {10.4018/978-1-7998-5077-9.ch010}, isbn = {9781799850779}, issn = {2327-5502}, title = {Fuzzy Logic in Portfolio Selection: Selected Applications}, keyword = {fuzzy logic, stock market, ranking}, publisher = {IGI Global}, publisherplace = {Hershey PA, USA} }

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