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Information on the principal investigator and host institution

Information of the project and the call

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Fuzzy portfolio optimization in the light of the credibility theory meeting investors' expectation

2013/09/N/HS4/03761

Keywords:

portfolio optimization fuzzy variable fuzzy optimization credibility theory satisfaction measure

Descriptors:

  • ST1_18: Control theory and optimisation
  • HS4_6: Financial markets, international finance, public finance
  • HS4_7: Banking, corporate finance, accounting

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Ekonomiczny w Poznaniu, Wydział Informatyki i Gospodarki Elektronicznej

woj. wielkopolskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Aleksandra Rutkowska 

Number of co-investigators in the project: 3

Call: PRELUDIUM 5 - announced on 2013-03-15

Amount awarded: 49 980 PLN

Project start date (Y-m-d): 2014-02-21

Project end date (Y-m-d): 2015-10-20

Project duration:: 20 months (the same as in the proposal)

Project status: Project settled

Information in the final report

  • Publication in academic press/journals (2)
  • Articles in post-conference publications (2)
  • Book publications / chapters in book publications (1)
  1. Socio-demographic characteristics of the Investor in Warsaw Stock Exchange – How They Influence the Investment Decision
    Authors:
    Blanka Łęt, Agata Kliber, Aleksandra Rutkowska
    Academic press:
    Bank & Credit (rok: 2016, tom: 2, strony: 91-118), Wydawca: NBP
    Status:
    Published
    DOI:
    brak - link to the publication
  2. Influence of membership function's shape on portfolio optimization results
    Authors:
    Aleksandra Rutkowska
    Academic press:
    Journal of Artificial Intelligence and Soft Computing Research (rok: 2015, tom: 6, strony: 45-54), Wydawca: Polish Neural Network Society & the University of Social Sciences in Lodz
    Status:
    Published
    DOI:
    10.1515/jaiscr-2016-0005 - link to the publication
  1. Black-Litterman model with multiple experts linguistic views
    Authors:
    Marcin Bartkowiak, Aleksandra Rutkowska
    Conference:
    Soft Methods in Probability and Statistics 2017 (rok: 2016, ), Wydawca: Springer
    Data:
    konferencja 12-14.09.2016
    Status:
    Published
    DOI:
    link to the publication
  2. Investor's satisfaction in portfolio selection problem
    Authors:
    Aleksandra Rutkowska
    Conference:
    The 16th World Congress of the International Fuzzy Systems Association (IFSA) and the 9th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT) (rok: 2015, ), Wydawca: Atlantis Press
    Data:
    konferencja 30.06-3.07.2015
    Status:
    Published
    DOI:
    link to the publication
  1. Credibilistic Portfolio Optimization. Individual Investors Perspective
    Authors:
    Aleksandra Rutkowska
    Book:
    Credibilistic Portfolio Optimization. Individual Investors Perspective (rok: 2017, tom: brak, strony: brak), Wydawca: Poznan University of Economics
    Status:
    Accepted for publication

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