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008			150903s2010 gw | o |||| 0|eng d
020			_a9783642112140 _99783642112140
024	7		_a10.1007/9783642112140 _2doi
035			_avtls000354445
039		9	_a201509030537 _bVLOAD _c201405060336 _dVLOAD _y201402181018 _zstaff
040			_aMX-SnUAN _bspa _cMX-SnUAN _erda
050		4	_aQ342
100	1		_aHuang, Xiaoxia. _eautor _9338794
245	1	0	_aPortfolio Analysis : _bFrom Probabilistic to Credibilistic and Uncertain Approaches / _cby Xiaoxia Huang.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2010.
300			_a185 páginas 51 ilustraciones _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		_aStudies in Fuzziness and Soft Computing, _x1434-9922 ; _v250
500			_aSpringer eBooks
505	0		_aWhat Is Portfolio Analysis -- Probabilistic Portfolio Selection -- Credibilistic Portfolio Selection -- Uncertain Portfolio Selection -- Model Varieties.
520			_aThe most salient feature of security returns is uncertainty. The purpose of the book is to provide systematically a quantitative method for analyzing return and risk of a portfolio investment in different kinds of uncertainty and present the ways for striking a balance between investment return and risk such that an optimal portfolio can be obtained. In classical portfolio theory, security returns were assumed to be random variables, and probability theory was the main mathematical tool for handling uncertainty in the past. However, the world is complex and uncertainty is varied. Randomness is not the only type of uncertainty in reality, especially when human factors are included. Security market, one of the most complex markets in the world, contains almost all kinds of uncertainty. The security returns are sensitive to various factors including economic, social, political and very importantly, people’s psychological factors. Therefore, other than strict probability method, scholars have proposed some other approaches including imprecise probability, possibility, and interval set methods, etc., to deal with uncertainty in portfolio selection since 1990s. In this book, we want to add to the tools existing in science some new and unorthodox approaches for analyzing uncertainty of portfolio returns. When security returns are fuzzy, we use credibility which has self-duality property as the basic measure and employ credibility theory to help make selection decision such that the decision result will be consistent with the laws of contradiction and excluded middle. Being aware that one tool is not enough for solving complex practical problems, we further employ uncertain measure and uncertainty theory to help select an optimal portfolio when security returns behave neither randomly nor fuzzily.
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9783642112133
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-642-11214-0 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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