Fuzzy Portfolio Optimization Advances in Hybrid Multi-criteria Methodologies /

• Κύριοι συγγραφείς: Gupta, Pankaj (Συγγραφέας), Mehlawat, Mukesh Kumar (Συγγραφέας), Inuiguchi, Masahiro (Συγγραφέας), Chandra, Suresh (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
• Σειρά: Studies in Fuzziness and Soft Computing, 316
• Θέματα: Engineering.; Mathematical optimization.; Computational intelligence.; Economics.; Management science.; Computational Intelligence.; Optimization.; Economics, general.

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 opt...