Uncertain Portfolio Optimization

• Main Author: Qin, Zhongfeng (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Singapore : Springer Singapore : Imprint: Springer, 2016.
• Series: Uncertainty and Operations Research,
• Subjects: Business.; Operations research.; Decision making.; Management science.; Business and Management.; Operation Research/Decision Theory.; Operations Research, Management Science.
• Physical Description: XIII, 192 p. 45 illus., 25 illus. in color. online resource.
• ISBN: 9789811018107
• ISSN: 2195-996X

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.