Uncertain Portfolio Optimization
Uncertain Portfolio Optimization
Springer | Business & Management | October 18, 2016 | ISBN-10: 981101809X | 192 pages | pdf | 2.59 mb
Springer | Business & Management | October 18, 2016 | ISBN-10: 981101809X | 192 pages | pdf | 2.59 mb
Authors: Qin, Zhongfeng
Presents a comprehensive and up-to-date guide to uncertain portfolio optimization
Can serve as a valuable reference source for academics, researchers and practitioners
Provides an efficient approach to handling risk constraints in general optimization problems
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.
Number of Illustrations and Tables
20 b/w illustrations, 25 illustrations in colour
Topics
Operation Research/Decision Theory
Operations Research, Mathematical Programming
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