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• Published Subscription 8 Jul 2019

  Application of Portfolio Using Fuzzy Logic

  By P. S. Metkewar, Trupti M. Hake

  Abstract: ABSTRACTA portfolio has to match the portfolio of long-term liabilities with the portfolio of assets. Key instruments in strategic asset liability management (ALM) are the adjustment of investments with respective policies and their interest rate analogous with the scenario of the market. We have given mathematical formulation of the investment problem in terms of stochastic problem (SP) and finally represented it in terms of Fuzzy Inference Engine by providing a …

  Published in Journal of Computer Technology & Applications · Vol. 3, Issue 1, 2012 · pp. 16–25 Read article →