Description: Fuzzy Portfolio Optimization Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Advances in Hybrid Multi-criteria Methodologies Author(s): Pankaj Gupta, Mukesh Kumar Mehlawat, Masahiro Inuiguchi, Suresh Chandra Format: Hardback Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Germany Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K ISBN-13: 9783642546518, 978-3642546518 Synopsis 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.
Price: 111.96 GBP
Location: Aldershot
End Time: 2024-11-26T08:48:54.000Z
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Book Title: Fuzzy Portfolio Optimization
Number of Pages: 320 Pages
Language: English
Publication Name: Fuzzy Portfolio Optimization: Advances in Hybrid Multi-Criteria Methodologies
Publisher: Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
Publication Year: 2014
Subject: Government, Computer Science, Mathematics
Item Height: 235 mm
Item Weight: 6269 g
Type: Textbook
Author: Suresh Chandra, Mukesh Kumar Mehlawat, Pankaj Gupta, Masahiro Inuiguchi
Series: Studies in Fuzziness and Soft Computing
Item Width: 155 mm
Format: Hardcover
