| 書目名稱 | Fuzzy Portfolio Optimization |
| 副標題 | Theory and Methods |
| 編輯 | Yong Fang,Kin Keung Lai,Shouyang Wang |
| 視頻video | http://file.papertrans.cn/352/351326/351326.mp4 |
| 概述 | Includes supplementary material: |
| 叢書名稱 | Lecture Notes in Economics and Mathematical Systems |
| 圖書封面 |  |
| 描述 | Most of the existing portfolio selection models are based on the probability theory. Though they often deal with the uncertainty via probabilistic - proaches, we have to mention that the probabilistic approaches only partly capture the reality. Some other techniques have also been applied to handle the uncertainty of the ?nancial markets, for instance, the fuzzy set theory [Zadeh (1965)]. In reality, many events with fuzziness are characterized by probabilistic approaches, although they are not random events. The fuzzy set theory has been widely used to solve many practical problems, including ?nancial risk management. By using fuzzy mathematical approaches, quan- tative analysis, qualitative analysis, the experts’ knowledge and the investors’ subjective opinions can be better integrated into a portfolio selection model. The contents of this book mainly comprise of the authors’ research results for fuzzy portfolio selection problems in recent years. In addition, in the book, the authors will also introduce some other important progress in the ?eld of fuzzy portfolio optimization. Some fundamental issues and problems of po- folioselectionhavebeenstudiedsystematicallyandextensivelyby |
| 出版日期 | Book 2008 |
| 關(guān)鍵詞 | Investment; Optimization Methods; Portfolio; Portfolio Optimization; Portfolio Selection; Quantitative An |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-540-77926-1 |
| isbn_softcover | 978-3-540-77925-4 |
| isbn_ebook | 978-3-540-77926-1Series ISSN 0075-8442 Series E-ISSN 2196-9957 |
| issn_series | 0075-8442 |
| copyright | Springer-Verlag Berlin Heidelberg 2008 |
|Archiver|手機版|小黑屋|
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