The purpose of this study is to investigate the
availability of fuzzy models in the portfolio preference phase for financial
investors. For this purpose, in establishing the portfolios that investors will
use to invest in the financial resources of the investors, they will try to
obtain high returns through the Fuzzy Verdegay method, using past price
changes. An optimal portfolio decision was made by using 10 index data traded
in Borsa Istanbul. The average return and maximum return thresholds are
determined using the historical values of the Indices. When an investment
decision is taken by investors, the Verdegay fuzzy model, which is one of the
optimization techniques used for portfolio selection in the literature,
performs optimal weighting according to the objective function among the mixed
strategies. After the weighting process, the success of the result to be
reached in the last part of the study was discussed through retrospective
tests.
Birincil Dil | Türkçe |
---|---|
Konular | Finans |
Bölüm | Makaleler |
Yazarlar | |
Yayımlanma Tarihi | 29 Ocak 2020 |
Kabul Tarihi | 19 Kasım 2019 |
Yayımlandığı Sayı | Yıl 2020 Sayı: 38 |