Produktbild: Fuzzy Portfolio Optimization

Fuzzy Portfolio Optimization

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Advances in Hybrid Multi-criteria Methodologies, Studies in Fuzziness and Soft Computing 316

ISBN: 3662508567
ISBN 13: 9783662508565
Verlag: Springer Verlag GmbH
Umfang: xvi, 320 S., 54 s/w Illustr., 2 farbige Illustr., 320 p. 56 illus., 2 illus. in color.
Erscheinungsdatum: 03.09.2016
Weitere Autoren: Gupta, Pankaj/Mehlawat, Mukesh Kumar/Inuiguchi, Masahiro et al
Auflage: 1/2014
Produktform: Kartoniert
Einband: Kartoniert

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.  

Artikelnummer: 9808198 Kategorie:

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E-Mail: juergen.hartmann@springer.com

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