Lecture Notes in Economics and Mathematical Systems

Fuzzy Portfolio Optimization

Theory and Methods

Authors: Fang, Yong, Lai, Kin Keung, Wang, Shouyang

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About this book

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.

Table of contents (13 chapters)

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-540-77926-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.00
price for USA
  • ISBN 978-3-540-77925-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Fuzzy Portfolio Optimization
Book Subtitle
Theory and Methods
Authors
Series Title
Lecture Notes in Economics and Mathematical Systems
Series Volume
609
Copyright
2008
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-77926-1
DOI
10.1007/978-3-540-77926-1
Softcover ISBN
978-3-540-77925-4
Series ISSN
0075-8442
Edition Number
1
Number of Pages
X, 176
Number of Illustrations and Tables
18 b/w illustrations
Topics