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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...
| Cote: | Libro Electrónico |
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| Format: | Électronique eBook |
| Langue: | Inglés |
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Singapore :
Springer Nature Singapore : Imprint: Springer,
2016.
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| Édition: | 1st ed. 2016. |
| Collection: | Uncertainty and Operations Research,
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| Sujets: | |
| Accès en ligne: | Texto Completo |