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. A new framework for investment analysis
is presented in this book. A series of portfolio selection models are given and some of them
are more efficient for practical applications. Some application examples are given to
illustrate those models.
