Portfolio Analysis From Probabilistic to Credibilistic and Uncertain Approaches /

• Κύριος συγγραφέας: Huang, Xiaoxia (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
• Σειρά: Studies in Fuzziness and Soft Computing, 250
• Θέματα: Computer science.; Artificial intelligence.; Computational intelligence.; Computer Science.; Artificial Intelligence (incl. Robotics).; Computational Intelligence.

The most salient feature of security returns is uncertainty. The purpose of the book is to provide systematically a quantitative method for analyzing return and risk of a portfolio investment in different kinds of uncertainty and present the ways for striking a balance between investment return and...

Πίνακας περιεχομένων:

• What Is Portfolio Analysis
• Probabilistic Portfolio Selection
• Credibilistic Portfolio Selection
• Uncertain Portfolio Selection
• Model Varieties.