Description: Fuzzy Portfolio Optimization : Advances in Hybrid Multi-criteria Methodologies, Hardcover by Gupta, Pankaj; Mehlawat, Mukesh Kumar; Inuiguchi, Masahiro; Chandra, Suresh, ISBN 364254651X, ISBN-13 9783642546518, Like New Used, Free P&P in the UK
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, th 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. Th addresses both academics and professionals pursuing advanced research and/or engaged in practical issues in the rapidly evolving field of portfolio optimization.
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Book Title: Fuzzy Portfolio Optimization : Advances in Hybrid Multi-criteria
Number of Pages: 320 Pages
Publication Name: Fuzzy Portfolio Optimization: Advances in Hybrid Multi-Criteria Methodologies
Language: English
Publisher: Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
Item Height: 235 mm
Subject: Government, Computer Science, Mathematics
Publication Year: 2014
Type: Textbook
Item Weight: 6269 g
Author: Suresh Chandra, Mukesh Kumar Mehlawat, Pankaj Gupta, Masahiro Inuiguchi
Item Width: 155 mm
Series: Studies in Fuzziness and Soft Computing
Format: Hardcover
