2010, Vol. 20, Issue 3-4, an item 8

RĘBIASZ B., Interactive fuzzy numbers in the evaluation of the effectiveness of investment projects and the selection of efficient portfolios

    This paper presents a method for evaluating the effectiveness and risks of investment projects and the selection of efficient portfolios in a situation where parameters in the calculation of effectiveness are expressed in the form of interactive fuzzy numbers. Fuzzy model simulations are used to perform arithmetic operations on interactive fuzzy numbers. The process of selecting investment projects takes into account statistical and economic dependencies between projects

Keywords: portfolio selection, risk; fuzzy numbers, simulation; mathematical programming.

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