ENGLISH

Uncertain Portfolio Optimization

By Zhongfeng Qin (auth.)

Book information

Publisher
Springer Singapore
Year
2016
ISBN
978-981-10-1809-1, 978-981-10-1810-7
DOI
10.1007/978-981-10-1810-7
Language
english
Format
PDF
Filesize
3 MB (2711136 bytes)
Series
Uncertainty and Operations Research
Edition
1
Pages
XIII, 192\200
Time added
2016-11-20 09:00:00
Management ScienceOperation Research/Decision Theory;Operations Rese

Description

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.

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