| 書目名稱 | Fuzzy Portfolio Optimization |
| 副標(biāo)題 | Advances in Hybrid M |
| 編輯 | Pankaj Gupta,Mukesh Kumar Mehlawat,Suresh Chandra |
| 視頻video | http://file.papertrans.cn/352/351325/351325.mp4 |
| 概述 | Offers a comprehensive report on the state-of-the-art in fuzzy portfolio optimization.Makes the reader familiar with advanced optimization techniques for multi-criteria portfolio optimization models i |
| 叢書名稱 | Studies in Fuzziness and Soft Computing |
| 圖書封面 |  |
| 描述 | .This monograph presents a comprehensive study of portfolio optimization, an important area of quantitative finance. Considering that the information available in financial markets is incomplete and that the markets are affected by vagueness and ambiguity, the monograph deals with fuzzy portfolio optimization models. At first, the book makes the reader familiar with basic concepts, including the classical mean–variance portfolio analysis. Then, it introduces advanced optimization techniques and applies them for the development of various multi-criteria portfolio optimization models in an uncertain environment. The models are developed considering both the financial and non-financial criteria of investment decision making, and the inputs from the investment experts. The utility of these models in practice is then demonstrated using numerical illustrations based on real-world data, which were collected from one of the premier stock exchanges in India. The book addresses both academics and professionals pursuing advanced research and/or engaged in practical issues in the rapidly evolving field of portfolio optimization..?. |
| 出版日期 | Book 2014 |
| 關(guān)鍵詞 | Fuzzy decision theory; Fuzzy returns; Mean-variance model; Membership functions for return and risk; Mul |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-54652-5 |
| isbn_softcover | 978-3-662-50856-5 |
| isbn_ebook | 978-3-642-54652-5Series ISSN 1434-9922 Series E-ISSN 1860-0808 |
| issn_series | 1434-9922 |
| copyright | Springer-Verlag Berlin Heidelberg 2014 |
|Archiver|手機(jī)版|小黑屋|
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