Uncertain Portfolio Optimization

• Κύριος συγγραφέας: Qin, Zhongfeng (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Singapore : Springer Singapore : Imprint: Springer, 2016.
• Σειρά: Uncertainty and Operations Research,
• Θέματα: Business.; Operations research.; Decision making.; Management science.; Business and Management.; Operation Research/Decision Theory.; Operations Research, Management Science.

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...