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Uncertain Portfolio Optimization - Uncertainty and Operations Research 1st ed. 2016 edition
Zhongfeng Qin
Uncertain Portfolio Optimization - Uncertainty and Operations Research 1st ed. 2016 edition
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.
205 pages, 20 black & white illustrations, 25 colour illustrations, biography
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | October 4, 2016 |
ISBN13 | 9789811018091 |
Publishers | Springer Verlag, Singapore |
Pages | 192 |
Dimensions | 155 × 235 × 17 mm · 526 g |
See all of Zhongfeng Qin ( e.g. Paperback Book and Hardcover Book )