Application of fuzzy calculations for improving portfolio matrices

被引：27

作者：

Ghazinoory, S. ^{[1
]}

Zadeh, A. Esmail ^{[2
]}

Kheirkhah, A. S. ^{[2
]}

机构：

[1] Tarbiat Modares Univ, Dept Informat Technol Management, Tehran, Iran

[2] Bu Ali Sina Univ, Dept Ind Engn, Hamadan, Iran

来源：

INFORMATION SCIENCES | 2010年 / 180卷 / 09期

关键词：

Portfolio analysis; Fuzzy weighted average; Strategic decision support system; IE matrix; Fuzzy modeling; HAZARDOUS MATERIALS; IRAN; TRANSPORTATION; SELECTION;

D O I：

10.1016/j.ins.2010.01.012

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, we draw upon portfolio analysis to develop and implement a strategic decision making model. We consider the limitations and problems of classic portfolio analysis approach and resolve these problems by using fuzzy set theory. In the proposed method, both internal and external factors are evaluated in linguistic terms and in terms of fuzzy triangular numbers. The fuzzy numbers are fed into an industry attractiveness-business analysis matrix. The novelty of the proposed approach comes from the fact that fuzzy numbers are processed without using conventional methods, allowing for strategies to be ranked. (C) 2010 Elsevier Inc. All rights reserved.

引用

页码：1582 / 1590

页数：9

共 18 条

[1] On solutions of fuzzy random multiobjective quadratic programming with applications in portfolio problem [J].