Fuzzy portfolio optimization : theory and methods

Yong Fang ...

This is the first monograph on fuzzy portfolio optimization. By using fuzzy mathematical approaches, quantitative analysis, qualitative analysis, the experts' knowledge and the investors' subjective opinions can be better integrated into portfolio selection models. The contents of this book mainly comprise of the authors' research results for fuzzy portfolio selection problems in recent years. In addition, in the book, the authors introduce some other important progress in the field of fuzzy portfolio optimization. Some fundamental issues and problems of portfolio selection have been studied s

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Year of publication:	2008
Other Persons:	Fang, Yong (contributor)
Publisher:	Berlin : Springer
Subject:	Portfolio-Management \| Portfolio selection \| Fuzzy-Set-Theorie \| Fuzzy sets \| Theorie \| Theory \| Portfolio Selection \| Fuzzy-Optimierung

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Extent:	Online-Ressource
Series:	Lecture notes in economics and mathematical systems ; 609
Type of publication:	Book / Working Paper
Language:	English
Notes:	Lizenzpflichtig Survey for Portfolio Selection Under Fuzzy Uncertain Circumstances; Fuzzy Decision Making and Maximization Decision Making; Portfolio Selection Model with Fuzzy Liquidity Constraints; Ramaswamy's Model; León-Liern-Vercher's Model; Fuzzy Semi-absolute Deviation Portfolio Rebalancing Model; Fuzzy Mixed Projects and Securities Portfolio Selection Model; Linear Programming Model with Interval Coefficients; Quadratic Programming Model with Interval Coefficients; Tanaka and Guo's Model with Exponential Possibility Distributions; Carlsson-Fullér-Majlender's Trapezoidal Possibility Model Center Spread Model in Fractional Financial MarketFuzzy Index Tracking Portfolio Selection Model;
ISBN:	978-3-540-77926-1
Other identifiers:	10.1007/978-3-540-77926-1 [DOI]
Classification:	Investition, Finanzierung ; Angewandte Mathematik
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014274984