Uncertain Portfolio Optimization

Name: Uncertain Portfolio Optimization
Author: Zhongfeng Qin

Specificaties

Gebonden, blz. | Engels

Springer Nature Singapore | e druk, 2016

ISBN13: 9789811018091

Rubricering

Juridisch :

Springer Nature Singapore e druk, 2016 9789811018091

Onderdeel van serie Uncertainty and Operations Research

€ 120,99

In winkelwagen

Levertijd ongeveer 9 werkdagen

Gratis verzonden

Samenvatting

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.

Specificaties

ISBN13:9789811018091

Taal:Engels

Bindwijze:gebonden

Uitgever:Springer Nature Singapore

Serie:Uncertainty and Operations Research

Inhoudsopgave

<div>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.                                    </div><div><br></div>

Uw winkelwagen

Uncertain Portfolio Optimization

Samenvatting

Specificaties

Inhoudsopgave

Net verschenen

Rubrieken

Personen

Trefwoorden