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Uncertain Portfolio Optimization - Uncertainty and Operations Research Zhongfeng Qin Softcover reprint of the original 1st ed. 2016 edition
Uncertain Portfolio Optimization - Uncertainty and Operations Research
Zhongfeng Qin
This book provides a new modeling approach for portfolio optimization problems involving a lack of sufficient historical data. 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.
192 pages, 25 Illustrations, color; 20 Illustrations, black and white; XIII, 192 p. 45 illus., 25 il
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 30 de abril de 2018 |
| ISBN13 | 9789811094514 |
| Editoras | Springer Verlag, Singapore |
| Páginas | 192 |
| Dimensões | 150 × 220 × 10 mm · 362 g |