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008 150903s2008 gw | o |||| 0|eng d
020 _a9783540779261
_99783540779261
024 7 _a10.1007/9783540779261
_2doi
035 _avtls000351557
039 9 _a201509030449
_bVLOAD
_c201405060252
_dVLOAD
_y201402171139
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHG1-9999
100 1 _aFang, Yong.
_eautor
_9334301
245 1 0 _aFuzzy Portfolio Optimization :
_bTheory and Methods /
_cby Yong Fang, Kin Keung Lai, Shouyang Wang.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2008.
300 _brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aLecture Notes in Economics and Mathematical Systems,
_x0075-8442 ;
_v609
500 _aSpringer eBooks
505 0 _aLiterature Review -- Survey for Portfolio Selection Under Fuzzy Uncertain Circumstances -- Portfolio Selection Models Based on Fuzzy Decision Making -- Fuzzy Decision Making and Maximization Decision Making -- Portfolio Selection Model with Fuzzy Liquidity Constraints -- Ramaswamy’s Model -- León-Liern-Vercher’s Model -- Fuzzy Semi-absolute Deviation Portfolio Rebalancing Model -- Fuzzy Mixed Projects and Securities Portfolio Selection Model -- Portfolio Selection Models with Interval Coefficients -- Linear Programming Model with Interval Coefficients -- Quadratic Programming Model with Interval Coefficients -- Portfolio Selection Models with Possibility Distribution -- Tanaka and Guo’s Model with Exponential Possibility Distributions -- Carlsson-Fullér-Majlender’s Trapezoidal Possibility Model -- Center Spread Model in Fractional Financial Market -- Fuzzy Passive Portfolio Selection Models -- Fuzzy Index Tracking Portfolio Selection Model.
520 _aThis 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.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aLai, Kin Keung.
_eautor
_9303463
700 1 _aWang, Shouyang.
_eautor
_9303462
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783540779254
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-540-77926-1
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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