Fuzzy Portfolio Optimization: Theory and Methods

摘要: Literature Review.- Survey for Portfolio Selection Under Fuzzy Uncertain Circumstances.- Models Based on Decision Making.- Making and Maximization Model with Liquidity Constraints.- Ramaswamy's Model.- Leon-Liern-Vercher's Semi-absolute Deviation Rebalancing Mixed Projects Securities Interval Coefficients.- Linear Programming Quadratic Possibility Distribution.- Tanaka Guo's Exponential Distributions.- Carlsson-Fuller-Majlender's Trapezoidal Center Spread in Fractional Financial Market.- Passive Models.- Index Tracking Model.