ENGLISH

Fuzzy Portfolio Optimization: Theory and Methods

By Doctor Yong Fang , Professor Kin Keung Lai , Professor Shouyang Wang (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2008
ISBN
3540779256, 9783540779254
DOI
10.1007/978-3-540-77926-1
Open Library ID
OL17089401M
Language
english
Format
PDF
Filesize
842 kB (862504 bytes)
Series
Lecture Notes in Economics and Mathematical Systems 609
Edition
1
Pages
176\170
Topic
Economy
Orientation
yes
Scanned
no
Time added
2011-06-04 13:46:07
Finance /Banking; Operations Research/Decision TheMathematical Programming

Description

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.

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