Fuzzy Portfolio Optimization

Name: Fuzzy Portfolio Optimization
SKU: 22156684
Price: 469.00 NZD
Availability: InStock

Advances in Hybrid Multi-criteria Methodologies

By:

Format:

Hardback

Series:

Studies in Fuzziness and Soft Computing

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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 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.

Release date NZ

March 31st, 2014

Author

Audience

Professional & Vocational

Illustrations

2 Illustrations, color; 54 Illustrations, black and white; XVI, 320 p. 56 illus., 2 illus. in color.

Pages

320

Series

Studies in Fuzziness and Soft Computing

Dimensions

155x235x23

ISBN-13

9783642546518

Product ID

22156684

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