Fuzzy Portfolio Optimization

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...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Fang, Yong, Lai, Kin Keung, Wang, Shouyang
التنسيق: كتاب
اللغة:English
منشور في: Springer 2017
الموضوعات:
الوصول للمادة أونلاين:http://repository.vnu.edu.vn/handle/VNU_123/28502
الوسوم: إضافة وسم
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المؤسسة: Vietnam National University, Hanoi
اللغة: English
الوصف
الملخص: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 systematically and extensively by the authors to apply fuzzy systems theory and optimization methods. A new framework for investment analysis is presented in this book. A series of portfolio selection models are given and some of them are more efficient for practical applications. Some application examples are given to illustrate those models.