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...

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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
Descripción
Sumario: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.
Descripción Física:XIII, 192 p. 45 illus., 25 illus. in color. online resource.
ISBN:9789811018107
ISSN:2195-9978

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