%0 Journal Article
%T Risk Curve and Bifuzzy Portfolio Selection
%A Limei Yan
%J Journal of Mathematics Research
%D 2009
%I 
%R 10.5539/jmr.v1n2p193
%X In order to solve the portfolio problem when security returns are bifuzzy variables, firstly we propose a new definition of risk, then one type of portfolio selection based on expected value and risk is provided according to bifuzzy theory. Furthermore, a hybrid intelligent algorithm by integrating bifuzzy simulation and genetic algorithm is designed. Finally, one numerical experiment is provided to illustrate effectiveness of the hybrid intelligent algorithm.
%U http://www.ccsenet.org/journal/index.php/jmr/article/view/3791