Expected Rate of Return from Financial Portfolio – the Case of Triangular Fuzzy Present Value

Krzysztof Piasecki

Abstract


The main aim of this article is to present an uncomplicated method of estimating return rate on a portfolio of securities with Present Values presented as triangular fuzzy numbers. Determined return rates on the securities are not triangular fuzzy numbers. Despite this, we achieved a solution that is based on the arithmetic of triangular fuzzy numbers. The whole considerations are illustrated by a numerical example.


Keywords


financial portfolio; present value; fuzzy number; return rate

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DOI: http://dx.doi.org/10.17951/h.2017.51.5.221
Date of publication: 2017-12-22 12:02:51
Date of submission: 2017-05-02 20:05:57


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