Fuzzy Portfolio Optimization (Record no. 55633)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03671nam a22005415i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-642-54652-5 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200421111842.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140317s2014 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783642546525 |
| -- | 978-3-642-54652-5 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 006.3 |
| 100 1# - AUTHOR NAME | |
| Author | Gupta, Pankaj. |
| 245 10 - TITLE STATEMENT | |
| Title | Fuzzy Portfolio Optimization |
| Sub Title | Advances in Hybrid Multi-criteria Methodologies / |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XVI, 320 p. 56 illus., 2 illus. in color. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Studies in Fuzziness and Soft Computing, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. . |
| 700 1# - AUTHOR 2 | |
| Author 2 | Mehlawat, Mukesh Kumar. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Inuiguchi, Masahiro. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Chandra, Suresh. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-642-54652-5 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Berlin, Heidelberg : |
| -- | Springer Berlin Heidelberg : |
| -- | Imprint: Springer, |
| -- | 2014. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Engineering. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Mathematical optimization. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Computational intelligence. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Management science. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Engineering. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Computational Intelligence. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Optimization. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economics, general. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 1434-9922 ; |
| 912 ## - | |
| -- | ZDB-2-ENG |
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