Fuzzy Portfolio Optimization Theory and Methods /

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 boo...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Fang, Yong (Autor), Lai, Kin Keung (Autor), Wang, Shouyang (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edición:1st ed. 2008.
Colección:Lecture Notes in Economics and Mathematical Systems, 609
Temas:
Finance.
Computer science.
Operations research.
Mathematical optimization.
Management science.
Financial Economics.
Theory of Computation.
Operations Research and Decision Theory.
Optimization.
Operations Research, Management Science .
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Literature Review
  • Survey for Portfolio Selection Under Fuzzy Uncertain Circumstances
  • Portfolio Selection Models Based on Fuzzy Decision Making
  • 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
  • Portfolio Selection Models with Interval Coefficients
  • Linear Programming Model with Interval Coefficients
  • Quadratic Programming Model with Interval Coefficients
  • Portfolio Selection Models with Possibility Distribution
  • Tanaka and Guo's Model with Exponential Possibility Distributions
  • Carlsson-Fullér-Majlender's Trapezoidal Possibility Model
  • Center Spread Model in Fractional Financial Market
  • Fuzzy Passive Portfolio Selection Models
  • Fuzzy Index Tracking Portfolio Selection Model.

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