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...

Πίνακας περιεχομένων:

• 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. .