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Uncertain Portfolio Optimization (Hardcover) (Zhongfeng Qin)

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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.
Genre: Business + Money Management
Series Title: Uncertainty and Operations Research
Format: Hardcover
Publisher: Springer Verlag
Author: Zhongfeng Qin
Language: English
Street Date: September 27, 2016
TCIN: 51760040
UPC: 9789811018091
Item Number (DPCI): 248-32-1654

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