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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 |
|---|---|
| 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 |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-981-10-1810-7 | ||
| 003 | DE-He213 | ||
| 005 | 20220427083923.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 160916s2016 si | s |||| 0|eng d | ||
| 020 | |a 9789811018107 |9 978-981-10-1810-7 | ||
| 024 | 7 | |a 10.1007/978-981-10-1810-7 |2 doi | |
| 050 | 4 | |a T57.6-.97 | |
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| 100 | 1 | |a Qin, Zhongfeng. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Uncertain Portfolio Optimization |h [electronic resource] / |c by Zhongfeng Qin. |
| 250 | |a 1st ed. 2016. | ||
| 264 | 1 | |a Singapore : |b Springer Nature Singapore : |b Imprint: Springer, |c 2016. | |
| 300 | |a XIII, 192 p. 45 illus., 25 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Uncertainty and Operations Research, |x 2195-9978 | |
| 505 | 0 | |a Preface -- 1 Preliminaries -- 2 Credibilistic Mean-Variance-Skewness Model -- 3 Credibilistic Mean-Absolute Deviation Model -- 4 Minimization Model -- 5 Uncertain Mean-Semiabsolude Deviation Model -- 6 Uncertain Mean-LPMs Model -- 7 Interval Mean-Semiabsolute Deviation Model -- 8 Uncertain Random Mean-Variance Model -- 9 Fuzzy Random Mean-Variance Adjusting Model -- 10 Random Fuzzy Mean-Risk Model -- Bibliography -- List of Frequently Used Symbols. . | |
| 520 | |a 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 book presents a series of portfolio optimization models in the framework of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and up-to-date guide to uncertain portfolio optimization models. | ||
| 650 | 0 | |a Operations research. | |
| 650 | 0 | |a Management science. | |
| 650 | 1 | 4 | |a Operations Research and Decision Theory. |
| 650 | 2 | 4 | |a Operations Research, Management Science . |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9789811018091 |
| 776 | 0 | 8 | |i Printed edition: |z 9789811018114 |
| 776 | 0 | 8 | |i Printed edition: |z 9789811094514 |
| 830 | 0 | |a Uncertainty and Operations Research, |x 2195-9978 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-981-10-1810-7 |z Texto Completo |
| 912 | |a ZDB-2-BUM | ||
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| 950 | |a Business and Management (SpringerNature-41169) | ||
| 950 | |a Business and Management (R0) (SpringerNature-43719) | ||