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Fuzzy Portfolio Optimization

Theory and Methods

  • Yong Fang
  • Kin Keung Lai
  • Shouyang Wang

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 609)

Table of contents

  1. Front Matter
    Pages I-IX
  2. Literature Review

  3. Portfolio Selection Models Based on Fuzzy Decision Making

  4. Portfolio Selection Models with Interval Coefficients

  5. Portfolio Selection Models with Possibility Distribution

  6. Fuzzy Passive Portfolio Selection Models

  7. Back Matter
    Pages 163-176

About this book

Introduction

This is the first monograph on fuzzy portfolio optimization. By using fuzzy mathematical approaches, quantitative analysis, qualitative analysis, the experts' knowledge and the investors' subjective opinions can be better integrated into portfolio selection models. The contents of this book mainly comprise of the authors' research results for fuzzy portfolio selection problems in recent years. In addition, in the book, the authors introduce some other important progress in the field of fuzzy portfolio optimization. Some fundamental issues and problems of portfolio selection have been studied systematically and extensively by the authors to apply fuzzy systems theory and optimization methods. A new framework for investment analysis is presented in this book. A series of portfolio selection models are given and some of them are more efficient for practical applications. Some application examples are given to illustrate those models.

Keywords

Investment Optimization Methods Portfolio Portfolio Optimization Portfolio Selection Quantitative Analysis fuzzy system linear optimization optimization programming

Authors and affiliations

  • Yong Fang
    • 1
  • Kin Keung Lai
    • 2
  • Shouyang Wang
    • 1
  1. 1.Academy of Mathematics and Systems ScienceChinese Academy of SciencesBeijingChina
  2. 2.Department of Management SciencesCity University of Hong KongKowloonHong Kong

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-540-77926-1
  • Copyright Information Springer-Verlag Berlin Heidelberg 2008
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Business and Economics
  • Print ISBN 978-3-540-77925-4
  • Online ISBN 978-3-540-77926-1
  • Series Print ISSN 0075-8442
  • Buy this book on publisher's site