Fuzzy Portfolio Optimization Theory and Methods /

• Κύριοι συγγραφείς: Fang, Yong (Συγγραφέας), Lai, Kin Keung (Συγγραφέας), Wang, Shouyang (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Σειρά: Lecture Notes in Economics and Mathematical Systems, 609
• Θέματα: 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...

Πίνακας περιεχομένων:

• Literature Review
• Survey for Portfolio Selection Under Fuzzy Uncertain Circumstances
• Portfolio Selection Models Based on Fuzzy Decision Making
• Fuzzy Decision Making and Maximization Decision Making
• Portfolio Selection Model with Fuzzy Liquidity Constraints
• Ramaswamy’s Model
• León-Liern-Vercher’s Model
• Fuzzy Semi-absolute Deviation Portfolio Rebalancing Model
• Fuzzy Mixed Projects and Securities Portfolio Selection Model
• Portfolio Selection Models with Interval Coefficients
• Linear Programming Model with Interval Coefficients
• Quadratic Programming Model with Interval Coefficients
• Portfolio Selection Models with Possibility Distribution
• Tanaka and Guo’s Model with Exponential Possibility Distributions
• Carlsson-Fullér-Majlender’s Trapezoidal Possibility Model
• Center Spread Model in Fractional Financial Market
• Fuzzy Passive Portfolio Selection Models
• Fuzzy Index Tracking Portfolio Selection Model.