| 000 -LEADER |
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03322nam a22003975i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20140310143343.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
100310s2010 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783642112140 |
|
978-3-642-11214-0 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
006.3 |
| Edition number |
23 |
| 264 #1 - |
|---|
| -- |
Berlin, Heidelberg : |
| -- |
Springer Berlin Heidelberg, |
| -- |
2010. |
| 912 ## - |
|---|
| -- |
ZDB-2-ENG |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Huang, Xiaoxia. |
| Relator term |
author. |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Portfolio Analysis |
| Medium |
[electronic resource] : |
| Remainder of title |
From Probabilistic to Credibilistic and Uncertain Approaches / |
| Statement of responsibility, etc |
by Xiaoxia Huang. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
185p. 51 illus. |
| Other physical details |
online resource. |
| 440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Studies in Fuzziness and Soft Computing, |
| International Standard Serial Number |
1434-9922 ; |
| Volume number/sequential designation |
250 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
What Is Portfolio Analysis -- Probabilistic Portfolio Selection -- Credibilistic Portfolio Selection -- Uncertain Portfolio Selection -- Model Varieties. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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 striking a balance between investment return and risk such that an optimal portfolio can be obtained. In classical portfolio theory, security returns were assumed to be random variables, and probability theory was the main mathematical tool for handling uncertainty in the past. However, the world is complex and uncertainty is varied. Randomness is not the only type of uncertainty in reality, especially when human factors are included. Security market, one of the most complex markets in the world, contains almost all kinds of uncertainty. The security returns are sensitive to various factors including economic, social, political and very importantly, people’s psychological factors. Therefore, other than strict probability method, scholars have proposed some other approaches including imprecise probability, possibility, and interval set methods, etc., to deal with uncertainty in portfolio selection since 1990s. In this book, we want to add to the tools existing in science some new and unorthodox approaches for analyzing uncertainty of portfolio returns. When security returns are fuzzy, we use credibility which has self-duality property as the basic measure and employ credibility theory to help make selection decision such that the decision result will be consistent with the laws of contradiction and excluded middle. Being aware that one tool is not enough for solving complex practical problems, we further employ uncertain measure and uncertainty theory to help select an optimal portfolio when security returns behave neither randomly nor fuzzily. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Engineering. |
|
|---|
| Topical term or geographic name as entry element |
Artificial intelligence. |
|
|---|
| Topical term or geographic name as entry element |
Engineering. |
|
|---|
| Topical term or geographic name as entry element |
Computational Intelligence. |
|
|---|
| Topical term or geographic name as entry element |
Artificial Intelligence (incl. Robotics). |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Display text |
Printed edition: |
| International Standard Book Number |
9783642112133 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-642-11214-0 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
E-Book |
