Studies in Fuzziness and Soft Computing

Fuzzy Portfolio Optimization

Advances in Hybrid Multi-criteria Methodologies

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

  • 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
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eBook $139.00
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  • ISBN 978-3-642-54652-5
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  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-642-54651-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at 1-800-777-4643, Latin America please contact us at +1-212-460-1500 (Weekdays 8:30am – 5:30pm ET) to place your order.
  • Due: October 21, 2016
  • ISBN 978-3-662-50856-5
  • Free shipping for individuals worldwide
Rent the ebook  
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About this book

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.

 

Table of contents (10 chapters)

  • Portfolio Optimization: An Overview

    Gupta, Pankaj (et al.)

    Pages 1-31

  • Portfolio Optimization with Interval Coefficients

    Gupta, Pankaj (et al.)

    Pages 33-59

  • Portfolio Optimization in Fuzzy Environment

    Gupta, Pankaj (et al.)

    Pages 61-80

  • Possibilistic Programming Approaches to Portfolio Optimization

    Gupta, Pankaj (et al.)

    Pages 81-125

  • Portfolio Optimization Using Credibility Theory

    Gupta, Pankaj (et al.)

    Pages 127-160

Buy this book

eBook $139.00
price for USA (gross)
  • ISBN 978-3-642-54652-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-642-54651-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at 1-800-777-4643, Latin America please contact us at +1-212-460-1500 (Weekdays 8:30am – 5:30pm ET) to place your order.
  • Due: October 21, 2016
  • ISBN 978-3-662-50856-5
  • Free shipping for individuals worldwide
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Fuzzy Portfolio Optimization
Book Subtitle
Advances in Hybrid Multi-criteria Methodologies
Authors
Series Title
Studies in Fuzziness and Soft Computing
Series Volume
316
Copyright
2014
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-54652-5
DOI
10.1007/978-3-642-54652-5
Hardcover ISBN
978-3-642-54651-8
Softcover ISBN
978-3-662-50856-5
Series ISSN
1434-9922
Edition Number
1
Number of Pages
XVI, 320
Number of Illustrations and Tables
54 b/w illustrations, 2 illustrations in colour
Topics