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...

Πίνακας περιεχομένων:

• 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.