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Fuzzy evaluation of investment portfolios

Portfolio management is a well-researched interdisciplinary field. At the same time, there are many new possibilities for innovation through application of various new methods for solving the problem. Fuzzy logic and fuzzy sets are increasingly popular in portfolio management. This paper proposes a new fuzzy approach for evaluation of portfolio management, where the approach is viewed by the authors as a sub-phase of the management process of these portfolios. The approach defines the mutual…