Fuzzy Portfolio Optimization: Advances in Hybrid Multi-criteria Methodologies (Studies in Fuzziness and Soft Computing)

by Masahiro Inuiguchi (Author), Mukesh Kumar Mehlawat (Author), SureshChandra (Author), PankajGupta (Author)

• New

  Paperback
  2016

  $159.40

  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.