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02644nam a22004815i 4500 |
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978-981-10-1810-7 |
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DE-He213 |
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|a 9789811018107
|9 978-981-10-1810-7
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|a 10.1007/978-981-10-1810-7
|2 doi
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|d GrThAP
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|a HD30.23
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|a 658.40301
|2 23
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|a Qin, Zhongfeng.
|e author.
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|a Uncertain Portfolio Optimization
|h [electronic resource] /
|c by Zhongfeng Qin.
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| 264 |
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|a Singapore :
|b Springer Singapore :
|b Imprint: Springer,
|c 2016.
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| 300 |
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|a XIII, 192 p. 45 illus., 25 illus. in color.
|b online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a text file
|b PDF
|2 rda
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|a Uncertainty and Operations Research,
|x 2195-996X
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|a Preface -- 1 Preliminaries -- 2 Credibilistic Mean-Variance-Skewness Model -- 3 Credibilistic Mean-Absolute Deviation Model -- 4 Minimization Model -- 5 Uncertain Mean-Semiabsolude Deviation Model -- 6 Uncertain Mean-LPMs Model -- 7 Interval Mean-Semiabsolute Deviation Model -- 8 Uncertain Random Mean-Variance Model -- 9 Fuzzy Random Mean-Variance Adjusting Model -- 10 Random Fuzzy Mean-Risk Model -- Bibliography -- List of Frequently Used Symbols. .
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|a 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.
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| 650 |
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|a Business.
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| 650 |
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|a Operations research.
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| 650 |
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|a Decision making.
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| 650 |
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|a Management science.
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|a Business and Management.
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| 650 |
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|a Operation Research/Decision Theory.
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| 650 |
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|a Operations Research, Management Science.
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| 710 |
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|a SpringerLink (Online service)
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| 773 |
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|t Springer eBooks
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| 776 |
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|i Printed edition:
|z 9789811018091
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| 830 |
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|a Uncertainty and Operations Research,
|x 2195-996X
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| 856 |
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|u http://dx.doi.org/10.1007/978-981-10-1810-7
|z Full Text via HEAL-Link
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| 912 |
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|a ZDB-2-BUM
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| 950 |
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|a Business and Management (Springer-41169)
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