Logo - springer
Slogan - springer

Engineering - Computational Intelligence and Complexity | Fuzzy Portfolio Optimization - Advances in Hybrid Multi-criteria Methodologies

Fuzzy Portfolio Optimization

Advances in Hybrid Multi-criteria Methodologies

Gupta, P., Mehlawat, M.K., Inuiguchi, M., Chandra, S.

2014, XVI, 320 p. 56 illus., 2 illus. in color.

Available Formats:
eBook
Information

Springer eBooks may be purchased by end-customers only and are sold without copy protection (DRM free). Instead, all eBooks include personalized watermarks. This means you can read the Springer eBooks across numerous devices such as Laptops, eReaders, and tablets.

You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal.

After the purchase you can directly download the eBook file or read it online in our Springer eBook Reader. Furthermore your eBook will be stored in your MySpringer account. So you can always re-download your eBooks.

 
$139.00

(net) price for USA

ISBN 978-3-642-54652-5

digitally watermarked, no DRM

Included Format: PDF

download immediately after purchase


learn more about Springer eBooks

add to marked items

Hardcover
Information

Hardcover version

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.

 
$179.00

(net) price for USA

ISBN 978-3-642-54651-8

free shipping for individuals worldwide

usually dispatched within 3 to 5 business days


add to marked items

  • Offers a comprehensive report on the state-of-the-art in fuzzy portfolio optimization
  • Makes the reader familiar with advanced optimization techniques for multi-criteria portfolio optimization models in an uncertain environment
  • Written by leading experts in the field

This monograph presents a comprehensive study of portfolio optimization, an important area of quantitative finance. Considering that the information available in financial markets is incomplete and that the markets are affected by vagueness and ambiguity, the monograph deals with fuzzy portfolio optimization models. At first, the book makes the reader familiar with basic concepts, including the classical mean–variance portfolio analysis. Then, it introduces advanced optimization techniques and applies them for the development of various multi-criteria portfolio optimization models in an uncertain environment. The models are developed considering both the financial and non-financial criteria of investment decision making, and the inputs from the investment experts. The utility of these models in practice is then demonstrated using numerical illustrations based on real-world data, which were collected from one of the premier stock exchanges in India. The book addresses both academics and professionals pursuing advanced research and/or engaged in practical issues in the rapidly evolving field of portfolio optimization.

 

Content Level » Research

Keywords » Fuzzy decision theory - Fuzzy returns - Mean-variance model - Membership functions for return and risk - Multi-criteria portfolio selection model - Possibilistic portfolio selection problem - RCGA for optimization - SVM optimization - Subjective preference of the investor - Uncertain variable

Related subjects » Computational Intelligence and Complexity - Economics - Mathematics

Table of contents 

Portfolio optimization: an overview.- Portfolio optimization with interval coefficients.- Portfolio optimization in fuzzy environment.- Possibilistic programming approaches to portfolio optimization.- Portfolio optimization using credibility theory.- Multi-criteria fuzzy portfolio optimization.- Suitability considerations in multi-criteria fuzzy portfolio optimization-I.- Suitability considerations in multi-criteria fuzzy portfolio optimization-II.- Ethicality considerations in multi-criteria fuzzy portfolio optimization.- Multi-criteria portfolio optimization using support vector machines and genetic algorithms.

Popular Content within this publication 

 

Articles

Read this Book on Springerlink

Services for this book

New Book Alert

Get alerted on new Springer publications in the subject area of Computational Intelligence.