{"id":"https://openalex.org/W2164987253","doi":null,"title":"PORTFOLIO SELECTION USING FUZZY DECISION THEORY","display_name":"PORTFOLIO SELECTION USING FUZZY DECISION THEORY","publication_year":1998,"publication_date":"1998-11-01","ids":{"openalex":"https://openalex.org/W2164987253","mag":"2164987253"},"language":"en","primary_location":{"id":"mag:3122910422","doi":null,"is_oa":false,"landing_page_url":"https://ideas.repec.org/p/bis/biswps/59.html","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},"volume":null,"type":"preprint","indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://bis.org/publ/work59.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5081573436","display_name":"Srichander Ramaswamy","orcid":"https://orcid.org/0000-0003-2000-436X","observed_orcids":["https://orcid.org/0000-0003-2000-436X"]},"institutions":[{"id":"https://openalex.org/I52989892","display_name":"Bank for International Settlements","ror":"https://ror.org/00d062t77","country_code":"CH","type":"other","lineage":["https://openalex.org/I52989892"]}],"countries":["CH"],"is_corresponding":true,"raw_author_name":"Srichander Ramaswamy","raw_affiliation_strings":["Bank for International Settlements (BIS)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bank for International Settlements (BIS)","institution_ids":["https://openalex.org/I52989892"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5081573436"],"corresponding_institution_ids":["https://openalex.org/I52989892"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":58,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9922000169754028,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9922000169754028,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10050","display_name":"Multi-Criteria Decision Making","score":0.0017999999690800905,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.0017000000225380063,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"portfolio optimization","score":1.0},{"id":"https://openalex.org/keywords/fuzzy-decision-theory","display_name":"fuzzy decision theory","score":0.9980000257492065},{"id":"https://openalex.org/keywords/asset-liability-management","display_name":"asset-liability management","score":0.9190000295639038},{"id":"https://openalex.org/keywords/fuzzy-optimization","display_name":"fuzzy optimization","score":0.41499999165534973}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7283990383148193},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.6498672962188721},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.6281323432922363},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.6142401099205017},{"id":"https://openalex.org/C86637286","wikidata":"https://www.wikidata.org/wiki/Q7317264","display_name":"Rate of return","level":2,"score":0.5859472751617432},{"id":"https://openalex.org/C104946779","wikidata":"https://www.wikidata.org/wiki/Q7295542","display_name":"Rate of return on a portfolio","level":4,"score":0.5232980847358704},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.4963286519050598},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.45584553480148315},{"id":"https://openalex.org/C28901747","wikidata":"https://www.wikidata.org/wiki/Q177571","display_name":"Decision theory","level":2,"score":0.4548098146915436},{"id":"https://openalex.org/C67051015","wikidata":"https://www.wikidata.org/wiki/Q7233558","display_name":"Post-modern portfolio theory","level":5,"score":0.42849820852279663},{"id":"https://openalex.org/C42011625","wikidata":"https://www.wikidata.org/wiki/Q1055058","display_name":"Fuzzy set","level":3,"score":0.4128202497959137},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.39189061522483826},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.362661212682724},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.35854166746139526},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.32619136571884155},{"id":"https://openalex.org/C21099588","wikidata":"https://www.wikidata.org/wiki/Q7314068","display_name":"Replicating portfolio","level":4,"score":0.3170546889305115},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.31149211525917053},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.23271194100379944},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.2018737494945526},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.18077176809310913},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14183545112609863},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.109781414270401},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.08884567022323608},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"mag:3122910422","doi":null,"is_oa":false,"landing_page_url":"https://ideas.repec.org/p/bis/biswps/59.html","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"pmh:oai:RePEc:bis:biswps:59","doi":null,"is_oa":false,"landing_page_url":"http://www.bis.org/publ/work59.htm","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"mag:2164987253","doi":null,"is_oa":true,"landing_page_url":"https://bis.org/publ/work59.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null}],"best_oa_location":{"id":"mag:2164987253","doi":null,"is_oa":true,"landing_page_url":"https://bis.org/publ/work59.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W1548065304","https://openalex.org/W2019562442","https://openalex.org/W2046125775","https://openalex.org/W2096768134","https://openalex.org/W2171715801","https://openalex.org/W2912565176"],"related_works":["https://openalex.org/W2028684915","https://openalex.org/W2284998180","https://openalex.org/W2376930267","https://openalex.org/W648896856","https://openalex.org/W4405139132","https://openalex.org/W2350198334","https://openalex.org/W2099075510","https://openalex.org/W3009238810","https://openalex.org/W2736764751","https://openalex.org/W2360650512"],"abstract_inverted_index":{"This":[0],"paper":[1],"presents":[2],"an":[3,26],"approach":[4,13],"to":[5,37,44],"portfolio":[6,41],"selection":[7],"using":[8],"fuzzy":[9],"decision":[10],"theory.":[11],"The":[12,52],"is":[14,23,42,54],"such":[15],"that":[16,69],"a":[17,46,71],"given":[18,47,62],"target":[19],"rate":[20,49,73],"of":[21,50,59,74],"return":[22],"achieved":[24],"for":[25],"assumed":[27,32],"market":[28,33],"scenario.":[29],"If":[30],"the":[31,40,57],"scenario":[34],"turns":[35],"out":[36],"be":[38],"incorrect,":[39],"guaranteed":[43],"secure":[45],"minimum":[48,72],"return.":[51,75],"methodology":[53],"useful":[55],"in":[56,65],"management":[58],"assets":[60],"against":[61],"liabilities":[63],"or":[64],"forming":[66],"structured":[67],"portfolios":[68],"guarantee":[70]},"counts_by_year":[{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2013,"cited_by_count":8},{"year":2012,"cited_by_count":5}],"updated_date":"2026-09-21T07:43:02.447757","created_date":"2016-06-24T00:00:00"}