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Uncertain Portfolio Optimization - Zhongfeng Qin - Bog

Bag om Uncertain Portfolio Optimization

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789811094514
  • Indbinding:
  • Paperback
  • Sideantal:
  • 192
  • Udgivet:
  • 30. april 2018
  • Udgave:
  • 12016
  • Vægt:
  • 440 g.
  • 2-3 uger.
  • 12. december 2024
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  • BLACK WEEK

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Uncertain Portfolio Optimization

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.

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