Uncertain Portfolio Optimization
This book provides a new modeling approach for portfolio optimization problems involving a lack of sufficient historical data. The content mainly reflects the author's extensive work on uncertainty portfolio optimization in recent years. Considering security returns as different variables, the...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Singapore :
Springer Nature Singapore : Imprint: Springer,
2016.
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Edición: | 1st ed. 2016. |
Colección: | Uncertainty and Operations Research,
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Temas: | |
Acceso en línea: | Texto Completo |