Fuzzy Portfolio Optimization: Advances in Hybrid Multi-criteria Methodologies
Language: English
Published by Springer-Verlag New York Inc, 2016
Series: Book 89 of 183 - Studies in Fuzziness and Soft Computing
- Softcover
- New
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
AbeBooks seller since January 6, 2003
Condition: New
US$ 286.40
Quantity: 2 available
Add to basketItem description from seller
reprint edition. 336 pages. 9.25x6.10x0.79 inches. In Stock.
Seller Inventory # x-3662508567
- Title
- Fuzzy Portfolio Optimization: Advances in Hybrid Multi-criteria Methodologies
- Author
- Gupta, Pankaj/ Mehlawat, Mukesh Kumar/ Inuiguchi, Masahiro/ Chandra, Suresh
- Publisher
- Springer-Verlag New York Inc
- Publication year
- 2016
- Condition
- Brand New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 3662508567
- ISBN 13
- 9783662508565
- Item weight
- 5.1 kilograms
- Series
- Book 89 of 183: Studies in Fuzziness and Soft Computing
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.
"Synopsis" may belong to another edition of this title.
From the Back Cover
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.
"About the title" may belong to another edition of this title.
Revaluation Books
Exeter, United Kingdom
AbeBooks seller since January 6, 2003
Shipping rates from United Kingdom to U.S.A.
| Item | 7 to 14 business days | 2 to 3 business days |
|---|---|---|
| First item | US$ 46.19 | US$ 52.79 |
Payment methods
Seller's business information
Edward Bowditch Ltd
Exstowe, Exton
Exeter, United Kingdom EX3 0PP
Terms of sale
Legal entity name: Edward Bowditch Ltd
Legal entity form: Limited company
Business correspondence address: Exstowe, Exton, Exeter, EX3 0PP
Company registration number: 04916632
VAT registration: GB834241546
Authorised representative: Mr. E. Bowditch
Shipping terms
Orders usually dispatched within two working days. Please note that at this time all domestic United Kingdom orders are sent by trackable UPS courier, we choose not to offer a lower cost alternative.