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...

Descripción completa

Detalles Bibliográficos
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:
Operations research.
Management science.
Operations Research and Decision Theory.
Operations Research, Management Science .
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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. .

Ejemplares similares