of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and … -- 10 Random Fuzzy Mean-Risk Model -- Bibliography -- List of Frequently Used Symbols …

Preface -- Credibility Theory -- Credibilistic Programming -- Mathematical Programming -- Expected Value Model … of credibility theory, it provides a self-contained, comprehensive and up-to-date presentation of fuzzy programming …

This book is a guide to asset and risk management from a practical point of view. It is centered around two questions … triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory … they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a …

This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. Empirical … research is presented on the development of alternate portfolio models and their relative performance in the risk …

fledged quantitative asset allocation and risk management. It employs such tools as enhanced modern portfolio theory using … portfolio risk, Value-at-Risk and Extreme Value Theory. All this is performed within the same conceptual, theoretical and …Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk …