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.

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...

Table of Contents:

• 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. .