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: | Qin, Zhongfeng (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Singapore :
Springer Nature Singapore : Imprint: Springer,
2016.
|
Edición: | 1st ed. 2016. |
Colección: | Uncertainty and Operations Research,
|
Temas: | |
Acceso en línea: | Texto Completo |
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