【2014新书新视角】 Fuzzy Portfolio Optimization

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图书名称：Fuzzy Portfolio Optimization：Advances in Hybrid Multi-criteria Methodologies
作者：Pankaj Gupta, Mukesh Kumar Mehlawat, Masahiro Inuiguchi, Suresh Chandra
出版社：Springer
出版时间：2014年
语言：English
图书描述：

• Offers a comprehensive report on the state-of-the-art in fuzzy portfolio optimization
• Makes the reader familiar with advanced optimization techniques for multi-criteria portfolio optimization models in an uncertain environment
• Written by leading experts in the field
  

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.


Table of contents (10 chapters)
Front Matter    Pages 1-15
1、Portfolio Optimization: An Overview   Pages 1-31
2、Portfolio Optimization with Interval Coefficients   Pages 33-59  
3、Portfolio Optimization in Fuzzy Environment   Pages 61-80
4、Possibilistic Programming Approaches to Portfolio Optimization   Pages 81-125
5、Portfolio Optimization Using Credibility Theory   Pages 127-160
6、Multi-criteria Fuzzy Portfolio Optimization   Pages 161-186
7、Suitability Considerations in Multi-criteria Fuzzy Portfolio Optimization-I   Pages 187-222
8、Suitability Considerations in Multi-criteria Fuzzy Portfolio Optimization-II   Pages 223-253
9、Ethicality Considerations in Multi-criteria Fuzzy Portfolio Optimization   Pages 255-281
10、Multi-criteria Portfolio Optimization Using Support Vector Machines and Genetic Algorithms   Pages 283-309
Back Matter   Pages 311-319






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关键词：Optimization Portfolio Portfoli Optim Fuzzy 2014 techniques familiar English experts

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wenhai66 发表于 2014-6-24 15:02
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谢谢支持。

额~ fuzzy的东西。

模糊投资组合优化，非常有价值的书籍！

大致翻看了一下。整体还不错。整体偏理论

建立了一套基于fuzzy的投资组合优化 框架。有一些数值测试。

PS：该书的foreword是模糊界鼎鼎大名的 Witold Pedrycz写的，可以看出该书分量。话说当年 我还陪过 Pedrycz和其夫人，一起逛过秀水街。往事岁月啊。

thanks~~

离歌レ笑 发表于 2014-6-24 15:33
模糊投资组合优化，非常有价值的书籍！

谢谢支持。

faruto 发表于 2014-6-24 15:39
大致翻看了一下。整体还不错。整体偏理论

建立了一套基于fuzzy的投资组合优化 框架。有一些数值测试。

这么厉害。

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