Fuzzy Portfolio Optimization Advances in Hybrid Multi-criteria Methodologies /

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
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:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a Gupta, Pankaj.  |e author. 
245 1 0 |a Fuzzy Portfolio Optimization  |h [electronic resource] :  |b Advances in Hybrid Multi-criteria Methodologies /  |c by Pankaj Gupta, Mukesh Kumar Mehlawat, Masahiro Inuiguchi, Suresh Chandra. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg :  |b Imprint: Springer,  |c 2014. 
300 |a XVI, 320 p. 56 illus., 2 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
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490 1 |a Studies in Fuzziness and Soft Computing,  |x 1434-9922 ;  |v 316 
505 0 |a Portfolio optimization: an overview -- Portfolio optimization with interval coefficients -- Portfolio optimization in fuzzy environment -- Possibilistic programming approaches to portfolio optimization -- Portfolio optimization using credibility theory -- Multi-criteria fuzzy portfolio optimization -- Suitability considerations in multi-criteria fuzzy portfolio optimization-I -- Suitability considerations in multi-criteria fuzzy portfolio optimization-II -- Ethicality considerations in multi-criteria fuzzy portfolio optimization -- Multi-criteria portfolio optimization using support vector machines and genetic algorithms. 
520 |a 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.  . 
650 0 |a Engineering. 
650 0 |a Mathematical optimization. 
650 0 |a Computational intelligence. 
650 0 |a Economics. 
650 0 |a Management science. 
650 1 4 |a Engineering. 
650 2 4 |a Computational Intelligence. 
650 2 4 |a Optimization. 
650 2 4 |a Economics, general. 
700 1 |a Mehlawat, Mukesh Kumar.  |e author. 
700 1 |a Inuiguchi, Masahiro.  |e author. 
700 1 |a Chandra, Suresh.  |e author. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783642546518 
830 0 |a Studies in Fuzziness and Soft Computing,  |x 1434-9922 ;  |v 316 
856 4 0 |u http://dx.doi.org/10.1007/978-3-642-54652-5  |z Full Text via HEAL-Link 
912 |a ZDB-2-ENG 
950 |a Engineering (Springer-11647)