Get Free Shipping on orders over $79
Fuzzy Portfolio Optimization : Advances in Hybrid Multi-criteria Methodologies - Pankaj Gupta

Fuzzy Portfolio Optimization

Advances in Hybrid Multi-criteria Methodologies

By: Pankaj Gupta, Mukesh Kumar Mehlawat, Masahiro Inuiguchi, Suresh Chandra

eText | 17 March 2014

At a Glance

eText


$249.00

or 4 interest-free payments of $62.25 with

 or 

Instant online reading in your Booktopia eTextbook Library *

Why choose an eTextbook?

Instant Access *

Purchase and read your book immediately

Read Aloud

Listen and follow along as Bookshelf reads to you

Study Tools

Built-in study tools like highlights and more

* eTextbooks are not downloadable to your eReader or an app and can be accessed via web browsers only. You must be connected to the internet and have no technical issues with your device or browser that could prevent the eTextbook from operating.
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.  
on
Desktop
Tablet
Mobile

More in Artificial Intelligence

AI-Powered Search - Trey Grainger

eBOOK

HBR Guide to Generative AI for Managers : HBR Guide - Elisa Farri

eBOOK

AI : The End of Human Race - Alex Wood

eBOOK