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...

Descripción completa

Detalles Bibliográficos
Autores principales: Gupta, Pankaj, Mehlawat, Mukesh Kumar, Inuiguchi, Masahiro, Chandra, Suresh
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

Ejemplares similares