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.
Most of the existing portfolio selection models are based on the probability theory. By using fuzzy mathematical approaches, quan- tative analysis, qualitative analysis, the experts’ knowledge and the investors’ subjective opinions can be better integrated into a portfolio selection model.
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Includes supplementary material: sn.pub/extras
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ISBN
9783540779254
Publisert
2008-05-07
Utgiver
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Professional/practitioner, UP, 05
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
10