Portfolio Analysis From Probabilistic to Credibilistic and Uncertain
The 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 stri
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Studies in Fuzziness and Soft Computing, Volume 250 Editor-in-Chief Prof. Janusz Kacprzyk Systems Research Institute Polish Academy of Sciences ul. Newelska 6 01-447 Warsaw Poland E-mail: [email protected] Further volumes of this series can be found on our homepage: springer.com Vol. 233. Cengiz Kahraman (Ed.) Fuzzy Engineering Economics with Applications, 2008 ISBN 978-3-540-70809-4
Vol. 243. Rudolf Seising (Ed.) Views on Fuzzy Sets and Systems from Different Perspectives, 2009 ISBN 978-3-540-93801-9
Vol. 234. Eyal Kolman, Michael Margaliot Knowledge-Based Neurocomputing: A Fuzzy Logic Approach, 2009 ISBN 978-3-540-88076-9
Vol. 244. Xiaodong Liu and Witold Pedrycz Axiomatic Fuzzy Set Theory and Its Applications, 2009 ISBN 978-3-642-00401-8
Vol. 235. Kofi Kissi Dompere Fuzzy Rationality, 2009 ISBN 978-3-540-88082-0 Vol. 236. Kofi Kissi Dompere Epistemic Foundations of Fuzziness, 2009 ISBN 978-3-540-88084-4 Vol. 237. Kofi Kissi Dompere Fuzziness and Approximate Reasoning, 2009 ISBN 978-3-540-88086-8 Vol. 238. Atanu Sengupta, Tapan Kumar Pal Fuzzy Preference Ordering of Interval Numbers in Decision Problems, 2009 ISBN 978-3-540-89914-3 Vol. 239. Baoding Liu Theory and Practice of Uncertain Programming, 2009 ISBN 978-3-540-89483-4 Vol. 240. Asli Celikyilmaz, I. Burhan Türksen Modeling Uncertainty with Fuzzy Logic, 2009 ISBN 978-3-540-89923-5 Vol. 241. Jacek Kluska Analytical Methods in Fuzzy Modeling and Control, 2009 ISBN 978-3-540-89926-6 Vol. 242. Yaochu Jin, Lipo Wang Fuzzy Systems in Bioinformatics and Computational Biology, 2009 ISBN 978-3-540-89967-9
Vol. 245. Xuzhu Wang, Da Ruan, Etienne E. Kerre Mathematics of Fuzziness – Basic Issues, 2009 ISBN 978-3-540-78310-7 Vol. 246. Piedad Brox, Iluminada Castillo, Santiago Sánchez Solano Fuzzy Logic-Based Algorithms for Video De-Interlacing, 2010 ISBN 978-3-642-10694-1 Vol. 247. Michael Glykas Fuzzy Cognitive Maps, 2010 ISBN 978-3-642-03219-6 Vol. 248. Bing-Yuan Cao Optimal Models and Methods with Fuzzy Quantities, 2010 ISBN 978-3-642-10710-8 Vol. 249. Bernadette Bouchon-Meunier, Luis Magdalena, Manuel Ojeda-Aciego, José-Luis Verdegay, Ronald R. Yager (Eds.) Foundations of Reasoning under Uncertainty, 2010 ISBN 978-3-642-10726-9 Vol. 250. Xiaoxia Huang Portfolio Analysis, 2010 ISBN 978-3-642-11213-3
Xiaoxia Huang
Portfolio Analysis From Probabilistic to Credibilistic and Uncertain Approaches
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Author Xiaoxia Huang School of Economics and Management University of Science and Technology Beijing Beijing 100083, China E-mail: [email protected]
ISBN 978-3-642-11213-3
e-ISBN 978-3-642-11214-0
DOI 10.1007/978-3-642-11214-0 Studies in Fuzziness and Soft Computing
ISSN 1434-9922
Library of Congress Control Number: 2009941639 c 2010 Springer-Verlag Berlin Heidelberg This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data b
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