
Tell your friends about this item:
Uncertain Portfolio Optimization - Uncertainty and Operations Research Softcover reprint of the original 1st ed. 2016 edition
Zhongfeng Qin
Uncertain Portfolio Optimization - Uncertainty and Operations Research Softcover reprint of the original 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.
192 pages, 25 Illustrations, color; 20 Illustrations, black and white; XIII, 192 p. 45 illus., 25 il
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | April 30, 2018 |
ISBN13 | 9789811094514 |
Publishers | Springer Verlag, Singapore |
Pages | 192 |
Dimensions | 362 g |
See all of Zhongfeng Qin ( e.g. Hardcover Book and Paperback Book )