Fuzzy Portfolio Optimization – Yong Fang

Keywords List

the

The

of

portfolio

Portfolio

fuzzy

Fuzzy

and

for

to

Summary

• This is the first monograph on fuzzy portfolio optimization.

• By using fuzzy mathematical approaches, quantitative analysis, qualitative analysis, the experts’ knowledge and the investors’ subjective opinions can be better integrated into portfolio selection models.

• The contents of this book mainly comprise of the authors’ research results for fuzzy portfolio selection problems in recent years.

• In addition, in the book, the authors introduce some other important progress in the field of fuzzy portfolio optimization.

• Some fundamental issues and problems of portfolio selection have been studied systematically and extensively by the authors to apply fuzzy systems theory and optimization methods.