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00980nam 2200265 c 4500
000003921579
20220101120000
090914s2008 gw 000 eng
▼a 9783540779254:
▼c EUR59.95
▼a 211070
▼c 211070
▼l WM0000012793
▼a HG4529.5
▼a HG4529.5
▼b F36
▼a Fang, Yong
▼a Fuzzy Portfolio Optimization:
▼b theory and methods/
▼d Yong Fang;
▼e Kin Keung Lai;
▼e Shouyang Wang
▼a Berlin:
▼b Springer,
▼c 2008.
▼a 172 p.;
▼c 24 cm.
▼a Lecture Notes in Economics and Mathematical Systems;
▼v 609
▼a FUZZY
▼a PORTFOLIO
▼a OPTIMIZATION
▼a THEORY
▼a METHODS
▼a LECTURE
▼a ECONOMICS
▼a MATHEMATICAL
▼a SYSTEMS
▼a Portfolio management
▼a Mathematical models
▼a Mathematical optimization
▼a Fuzzy decision making
▼a Investment analysis
▼a LNEMS
▼a Kin, Keung Lai
▼a Keung Lai Kin
▼a Shouyang Wang
▼a Wang, Shouyang
▼a Theory and Methods
▼b EUR59.95
▼a 단행본
| 자료유형 : | 단행본 |
|---|---|
| ISBN : | 9783540779254: |
| 분류기호 : | HG4529.5 |
| 개인저자 : | Fang, Yong |
| 서명/저자사항 : | Fuzzy Portfolio Optimization: theory and methods/ Yong Fang; Kin Keung Lai; Shouyang Wang |
| 발행사항 : | Berlin: Springer, 2008. |
| 형태사항 : | 172 p.; 24 cm. |
| 총서사항 : | Lecture Notes in Economics and Mathematical Systems; 609 |
| 개인저자 : | Kin, Keung Lai |
| 개인저자 : | Keung Lai Kin |
| 개인저자 : | Shouyang Wang |
| 개인저자 : | Wang, Shouyang |
| 언어 | 영어 |
권 호 :
발행년 : 2008
발행처 : Springer
서 명 : Fuzzy Portfolio Optimization:Theory and Methods
목차
Part I. Literature Review
1. Survey for Portfolio Selection Under Fuzzy Uncertain Circumstances
Part II. Portfolio Selection Models Based on Fuzzy Decision Making
2. Fuzzy Decision Making and Maximization Decision Making
3. Portfolio Selection Model with Fuzzy Liquidity Constraints
4. Ramaswamy's Model
5. Leon-Liern-Vercher's Model
6. Fuzzy Semi-absolute Deviation Portfolio Rebalancing Model
7. Fuzzy Mixed Projects and Securities Portfolio Selection Model
Part III. Portfolio Selection Models with Interval Coefficients
8. Linear Programming Model with Interval Coefficients
9. Quadratic Programming Model with Interval Coefficients
Part IV. Portfolio Selection Models with Possibility Distribution
10. Tanaka and Guo's Model with Exponential Possibility Distributions
11. Carlsson-Fuller-Majlender's Trapezoidal Possibility Model
12. Center Spread Model in Fractional Financial Market
Part V. Fuzzy Passive Portfolio Selection Models
13. Fuzzy Index Tracking Portfolio Selection Model
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