bokomslag Uncertain Portfolio Optimization
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Uncertain Portfolio Optimization

Zhongfeng Qin

Pocket

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Andra format:

  • 192 sidor
  • 2018
This book provides a new modeling approach for portfolio optimization problems involving a lack of sufficient historical data. The content mainly reflects the authors 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.
  • Författare: Zhongfeng Qin
  • Illustratör: 192P45 illus 25 Illustrations, color 20 Illustrations, black and white XIII 25 illus in col
  • Format: Pocket/Paperback
  • ISBN: 9789811094514
  • Språk: Engelska
  • Antal sidor: 192
  • Utgivningsdatum: 2018-04-30
  • Förlag: Springer Verlag, Singapore