Uncertain Portfolio Optimization

von Zhongfeng Qin

192 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.

• Reihe: Uncertainty and Operations Research
• Themen: Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management Betriebswirtschaft und Management Unternehmensforschung
• ISBN: 9789811018091
• Sprache: Englisch
• Erscheinungsdatum: 04.10.2016
• Größe: 23.5 x 15.5 cm
• Verlag: Springer Singapore