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Book synopsis

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.

Book details

Book category Books in English Economics, finance, business & management Business & management Management & management techniques

• Full title: Uncertain Portfolio Optimization
• Author: Zhongfeng Qin
• Language: English
• Binding: Hardback
• Number of pages: 192
• EAN: 9789811018091
• ISBN: 981101809X
• ID: 13469806
• Publisher: Springer Verlag, Singapore
• Weight: 4757 g
• Dimensions: 235 × 155 × 14 mm
• Date of publishing: 17. September 2016

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