This monograph presents a comprehensive study of portfolio optimization, an important area of quantitative finance. Considering that the information available i

Most of the existing portfolio selection models are based on the probability theory. Though they often deal with the uncertainty via probabilistic - proaches, w

Fuzzy sets theory is proposed as an alternative to the probabilistic approach for assessing portfolios of power plants, in order to capture the complex reality

The purpose of this paper was to model, with the help of neutrosophic fuzzy numbers, the optimal financial asset portfolios, offering additional information to