Fuzzy Portfolio Optimization: Advances in Hybrid Multi-criteria Methodologies (Studies in Fuzziness and Soft Computing, 316)
Language: English
Published by Springer, 2016
Series: Book 89 of 183 - Studies in Fuzziness and Soft Computing
- Softcover
- New
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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- Title
- Fuzzy Portfolio Optimization: Advances in Hybrid Multi-criteria Methodologies (Studies in Fuzziness and Soft Computing, 316)
- Author
- Gupta, Pankaj; Mehlawat, Mukesh Kumar; Inuiguchi, Masahiro; Chandra, Suresh
- Publisher
- Springer
- Publication year
- 2016
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3662508567
- ISBN 13
- 9783662508565
- Item weight
- 596 grams
- 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.
Ria Christie Collections
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