Cargando…
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...
| Autores principales: | , , , |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Springer
2014
|
| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-642-54652-5 http://cds.cern.ch/record/1693415 |