Fuzzy Portfolio Optimization Theory and Methods /

• Main Authors: Fang, Yong (Author), Lai, Kin Keung (Author), Wang, Shouyang (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Series: Lecture Notes in Economics and Mathematical Systems, 609
• Subjects: Finance.; Operations research.; Decision making.; Computers.; Mathematical optimization.; Management science.; Finance, general.; Theory of Computation.; Operation Research/Decision Theory.; Optimization.; Operations Research, Management Science.

This is the first monograph on fuzzy portfolio optimization. By using fuzzy mathematical approaches, quantitative analysis, qualitative analysis, the experts' knowledge and the investors' subjective opinions can be better integrated into portfolio selection models. The contents of this boo...