Fuzzy Portfolio Optimization Advances in Hybrid Multi-criteria Methodologies /

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 opt...

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Detalles Bibliográficos
Otros Autores: Gupta, Pankaj, Mehlawat, Mukesh Kumar, Inuiguchi, Masahiro, Chandra, Suresh
Formato: Libro electrónico
Lenguaje:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
Colección:Studies in Fuzziness and Soft Computing, 316
Materias:
Mathematical optimization.
Economics.
Management science.
Engineering.
Computational Intelligence.
Optimization.
Acceso en línea:http://dx.doi.org/10.1007/978-3-642-54652-5
Aporte de:Registro referencial: Solicitar el recurso aquí
Bibliotecas (ING-UNLP) de Universidad Nacional de La Plata

Internet

http://dx.doi.org/10.1007/978-3-642-54652-5

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