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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Fang, Yong (Author), Lai, Kin Keung (Author), Wang, Shouyang (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edition:1st ed. 2008.
Series:Lecture Notes in Economics and Mathematical Systems, 609
Subjects:
Finance.
Computer science.
Operations research.
Mathematical optimization.
Management science.
Financial Economics.
Theory of Computation.
Operations Research and Decision Theory.
Optimization.
Operations Research, Management Science .
Online Access:Texto Completo
Table of Contents:
  • 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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