Fuzzy Portfolio Optimization Advances in Hybrid Multi-criteria Metho
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,
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Pankaj Gupta Mukesh Kumar Mehlawat Masahiro Inuiguchi Suresh Chandra
Fuzzy Portfolio Optimization Advances in Hybrid Multi-criteria Methodologies
Studies in Fuzziness and Soft Computing Volume 316
Series editors Janusz Kacprzyk, Polish Academy of Sciences, Warsaw, Poland e-mail: [email protected]
For further volumes: http://www.springer.com/series/2941
About this Series The series “Studies in Fuzziness and Soft Computing” contains publications on various topics in the area of soft computing, which include fuzzy sets, rough sets, neural networks, evolutionary computation, probabilistic and evidential reasoning, multivalued logic, and related fields. The publications within “Studies in Fuzziness and Soft Computing” are primarily monographs and edited volumes. They cover significant recent developments in the field, both of a foundational and applicable character. An important feature of the series is its short publication time and world-wide distribution. This permits a rapid and broad dissemination of research results.
Pankaj Gupta · Mukesh Kumar Mehlawat Masahiro Inuiguchi · Suresh Chandra
Fuzzy Portfolio Optimization Advances in Hybrid Multi-criteria Methodologies
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Pankaj Gupta Department of Operational Research Faculty of Mathematical Sciences University of Delhi Delhi India
Masahiro Inuiguchi Division of Mathematical Science for Social Systems Department of Systems Innovation Graduate School of Engineering Science Osaka University Osaka Japan
Mukesh Kumar Mehlawat Department of Operational Research Faculty of Mathematical Sciences University of Delhi Delhi India
Suresh Chandra Department of Mathematics Indian Institute of Technology New Delhi India
ISSN 1434-9922 ISBN 978-3-642-54651-8 DOI 10.1007/978-3-642-54652-5
ISSN 1860-0808 (electronic) ISBN 978-3-642-54652-5 (eBook)
Springer Heidelberg New York Dordrecht London Library of Congress Control Number: 2014933547 c Springer-Verlag Berlin Heidelberg 2014 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright
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