Fuzzy Engineering Economics with Applications

✍ Scribed by Cengiz Kahraman

• Year: 2008
• Tongue: English
• Leaves: 187
• Series: Studies in Fuzziness and Soft Computing
• Category: Library

✦ Synopsis

This book handles the fuzzy cases of classical engineering economics topics. It contains 15 original research chapters and is a useful source of techniques and methods for further research on the applications of fuzzy sets in engineering economics.

✦ Table of Contents

Security Return......Page 10
Portfolio Return......Page 12
What Is Risk......Page 15
Portfolio Analysis and IRR Graph......Page 18
Fundamentals of Probability Theory......Page 19
Risk Curve......Page 31
Confidence Curve and Safe Portfolio......Page 35
Mean-Risk Model......Page 38
Application Example......Page 39
-Return-Risk Model......Page 42
Application Example......Page 43
Probability Minimization Model......Page 45
Application Example......Page 46
Mean-Variance Model......Page 47
Application Example......Page 49
Mean-Semivariance Model......Page 52
Random Number Generation......Page 54
Stochastic Simulations......Page 56
Genetic Algorithm......Page 60
Application Example......Page 64
Remarks......Page 67
Credibilistic Portfolio Selection......Page 69
Fundamentals of Credibility Theory......Page 70
Mean-Risk Model......Page 88
Risk Curve......Page 89
Confidence Curve and Safe Portfolio......Page 91
Mean-Risk Model......Page 92
Crisp Equivalent......Page 93
An Example......Page 96
-Return-Risk Model......Page 99
Crisp Equivalent......Page 100
An Example......Page 102
Credibility Minimization Model......Page 105
Crisp Equivalent......Page 107
An Example......Page 109
Mean-Variance Model......Page 110
Crisp Equivalent......Page 112
An Example......Page 113
Mean-Semivariance Model......Page 114
Entropy Optimization Model......Page 115
Hybrid Intelligent Algorithm......Page 116
Fuzzy Simulation......Page 117
Numerical Example......Page 121
Fundamentals of Uncertainty Theory......Page 124
Risk Curve......Page 139
Mean-Risk Model......Page 141
Crisp Equivalent......Page 143
Examples......Page 145
-Return-Risk Model......Page 148
Crisp Equivalent......Page 149
An Example......Page 151
Chance Minimization Model......Page 153
Crisp Equivalent......Page 155
An Example......Page 157
Mean-Variance Model......Page 158
Crisp Equivalent......Page 159
A Solution Algorithm......Page 160
An Example......Page 162
Model Varieties......Page 164
Entropy and Diversification......Page 165
Mean-Risk Diversification Models......Page 167
-Return-Risk Diversification Models......Page 174
Chance Minimization Diversification Models......Page 176
Mean-Variance Diversification Models......Page 178