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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...
| Call Number: | Libro Electrónico |
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| Main Author: | |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Singapore :
Springer Nature Singapore : Imprint: Springer,
2016.
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| Edition: | 1st ed. 2016. |
| Series: | Uncertainty and Operations Research,
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| Subjects: | |
| Online Access: | Texto Completo |