Title
Determining the composition of a portfolio management from a groupings model
Date Issued
01 August 2013
Access level
metadata only access
Resource Type
journal article
Author(s)
University of Barcelona
Publisher(s)
World Scientific
Abstract
Often, in situations of uncertainty in portfolio management, it is difficult to apply the numerical methods based on the linearity principle. When this happens it is possible to use nonnumeric techniques to assess the situations with a non linear attitude. One of the concepts that can be used in these situations is the concept of grouping. In the last thirty years, several studies have tried to give good solutions to the problems of homogeneous groupings. For example, we could mention the Pichat algorithm, the affinities algorithms and several studies developed by the authors of this work. In this paper, we use some topological axioms in order to develop an algorithm that is able to reduce the number of elements of the power sets of the related sets by connecting them to the sets that form the topologies. We will apply this algorithm in the grouping of titles listed in the Stock Exchange or in its dual perspective.
Start page
561
End page
578
Volume
21
Issue
4
Language
English
OCDE Knowledge area
Economía
Subjects
Scopus EID
2-s2.0-84882269273
Source
International Journal of Uncertainty, Fuzziness and Knowlege-Based Systems
ISSN of the container
02184885
Sources of information:
Directorio de Producción Científica
Scopus