000 03671nam a22005415i 4500
001 978-3-642-54652-5
003 DE-He213
005 20200421111842.0
007 cr nn 008mamaa
008 140317s2014 gw | s |||| 0|eng d
020 _a9783642546525
_9978-3-642-54652-5
024 7 _a10.1007/978-3-642-54652-5
_2doi
050 4 _aQ342
072 7 _aUYQ
_2bicssc
072 7 _aCOM004000
_2bisacsh
082 0 4 _a006.3
_223
100 1 _aGupta, Pankaj.
_eauthor.
245 1 0 _aFuzzy Portfolio Optimization
_h[electronic resource] :
_bAdvances in Hybrid Multi-criteria Methodologies /
_cby Pankaj Gupta, Mukesh Kumar Mehlawat, Masahiro Inuiguchi, Suresh Chandra.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2014.
300 _aXVI, 320 p. 56 illus., 2 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aStudies in Fuzziness and Soft Computing,
_x1434-9922 ;
_v316
505 0 _aPortfolio 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 _aThis 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.  .
650 0 _aEngineering.
650 0 _aMathematical optimization.
650 0 _aComputational intelligence.
650 0 _aEconomics.
650 0 _aManagement science.
650 1 4 _aEngineering.
650 2 4 _aComputational Intelligence.
650 2 4 _aOptimization.
650 2 4 _aEconomics, general.
700 1 _aMehlawat, Mukesh Kumar.
_eauthor.
700 1 _aInuiguchi, Masahiro.
_eauthor.
700 1 _aChandra, Suresh.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642546518
830 0 _aStudies in Fuzziness and Soft Computing,
_x1434-9922 ;
_v316
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-54652-5
912 _aZDB-2-ENG
942 _cEBK
999 _c55633
_d55633