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Fuzzy Portfolio Optimization: Advances in Hybrid Multi-criteria Methodologies (Studies in Fuzziness and Soft Computing)
Springer (Publisher)
Product Specifications
Book Description
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
Book Specifications
ISBN-13 9783642546518
Language English
Binding Hard Bound
Publisher Springer
Publishing Date 2014-03-31
Total Pages 325