Identificacion Principal del registro INGC-EBK-000749

Control Number Identifier AR-LpUFI

LAST MODIFICATION DATE 20160920095845

CONTROL FIELD cr nn 008mamaa

CONTROL FIELD 140317s2014 gw | s |||| 0|eng d

a International Standard Book Number 9783642546525

a Standard number or code 10.1007/978-3-642-54652-5

a Title Fuzzy Portfolio Optimization

h Medium [libro electrónico] : ;

b Remainder of title Advances in Hybrid Multi-criteria Methodologies /

c Statement of responsibility, etc by Pankaj Gupta...[et al.].

a Place of publication, distribution, etc Berlin, Heidelberg :

b Name of publisher, distributor, etc Springer Berlin Heidelberg :

b Name of publisher, distributor, etc Imprint: Springer,

c Date of publication, distribution, etc 2014.

a Extent xvi, 320 p. :

b Other physical details il.

a Series statement Studies in Fuzziness and Soft Computing,

x International Standard Serial Number 1434-9922 ;

v Volume number/sequential designation 316

a Formatted contents note 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.

a 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 meanâ_"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.  .

a Topical term or geographic name as entry element Mathematical optimization.

a Topical term or geographic name as entry element Economics.

a Topical term or geographic name as entry element Management science.

a Topical term or geographic name as entry element Engineering.

a Topical term or geographic name as entry element Computational Intelligence.

a Topical term or geographic name as entry element Optimization.

a Personal name Gupta, Pankaj.

a Personal name Mehlawat, Mukesh Kumar.

a Personal name Inuiguchi, Masahiro.

a Personal name Chandra, Suresh.

u Uniform Resource Identifier (R) http://dx.doi.org/10.1007/978-3-642-54652-5

c item type EBK

a descripción COM