Fuzzy Portfolio Optimization von Pankaj Gupta

Advances in Hybrid Multi-criteria Methodologies
CHF 198.00 inkl. MwSt.
ISBN: 978-3-642-54651-8
Einband: Fester Einband
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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, the monograph deals with fuzzy portfolio optimization models. At first, the book makes the reader familiar with basic concepts, including the classical mean-variance portfolio analysis. Then, it introduces advanced optimization techniques and applies them for the development of various multi-criteria portfolio optimization models in an uncertain environment. The models are developed considering both the financial and non-financial criteria of investment decision making, and the inputs from the investment experts. The utility of these models in practice is then demonstrated using numerical illustrations based on real-world data, which were collected from one of the premier stock exchanges in India. The book addresses both academics and professionals pursuing advanced research and/or engaged in practical issues in the rapidly evolving field of portfolio optimization.


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, the monograph deals with fuzzy portfolio optimization models. At first, the book makes the reader familiar with basic concepts, including the classical mean-variance portfolio analysis. Then, it introduces advanced optimization techniques and applies them for the development of various multi-criteria portfolio optimization models in an uncertain environment. The models are developed considering both the financial and non-financial criteria of investment decision making, and the inputs from the investment experts. The utility of these models in practice is then demonstrated using numerical illustrations based on real-world data, which were collected from one of the premier stock exchanges in India. The book addresses both academics and professionals pursuing advanced research and/or engaged in practical issues in the rapidly evolving field of portfolio optimization.


AutorGupta, Pankaj / Chandra, Suresh / Inuiguchi, Masahiro / Mehlawat, Mukesh Kumar
EinbandFester Einband
Erscheinungsjahr2014
Seitenangabe336 S.
LieferstatusFolgt in ca. 15 Arbeitstagen
AusgabekennzeichenEnglisch
AbbildungenHC runder Rücken kaschiert
MasseH24.1 cm x B16.0 cm x D2.4 cm 670 g
Auflage2014
ReiheStudies in Fuzziness and Soft Computing
VerlagSpringer Berlin Heidelberg

Alle Bände der Reihe "Studies in Fuzziness and Soft Computing"

Über den Autor Pankaj Gupta

Holding a Doctorate in Life Sciences from HP University and a Faculty Member in the Department of Environment Sciences, HP University, Dr. Pankaj Gupta is presently a Fellow at Indian Institute of Advanced Study, Shimla. He is an empaneled consultant of NABARD and HPPCL for conducting Environment & Social Impact Assessment and baseline studies. He is a member of various academic and professional bodies, viz. Life Member, Society for Environment and Development; Member, Ethno-botanical Society, Lucknow and Member, International Society for Ethno-pharmacology. He is also an Editor of Confluence of Knowledge: An International Refereed Journal, since 2013 and Indian Correspondent, Journal of Folk Art of Eurasia. He is a content writer of IGNOU's learning material of M.Sc. (Environmental Sciences) and contributed ten units. Dr. Gupta is the Chief Editor of the SAGES CHRONICLES, a monthly e-magazine of SAGES. He was awarded Best Young Researcher Award for the year 2022 by Himachal Pradesh University on its Foundation Day.He was awarded Certificate of Appreciation by the Vice-Chancellor, HPU for drafting the Heerak Jayanti Drishtipatr: Diamond Jubilee Vision Document, 2030 and Chief, Institute of Complex Researches in Great Altai, Altai State Technical University, Barnaul City, Russian Federation for his outstanding research and academic work. He has completed more than 15 research projects and 12 consultancies. He has authored and edited more than 23 books (with national and international publishers), and published 50 research papers in journals of repute and 24 chapters in edited volumes.

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