Abstract
This paper investigates the performance of fuzzy sets theory in investment processes with the daily stock index returns of three different emerging markets. The research covers the sample representing the Serbian (BELEXline), Croatian (CROBEX) and Slovenian (LJSEX) stock indexes. The main goal is to determine whether the application of fuzzy numbers in investment processes adequately estimates the daily stock index returns in the emerging markets of Serbia, Croatia and Slovenia, especially regarding decision analysis. Research results indicate that the fuzzy sets theory is significant in the framework of decision analysis in investment processes in selected emerging markets.
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