Portfolio Analysis From Probabilistic to Credibilistic and Uncertain Approaches /
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...
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| Format: | Electronic eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg,
2010.
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| Series: | Studies in Fuzziness and Soft Computing,
250 |
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| Online Access: | Full Text via HEAL-Link |
Table of Contents:
- What Is Portfolio Analysis
- Probabilistic Portfolio Selection
- Credibilistic Portfolio Selection
- Uncertain Portfolio Selection
- Model Varieties.
