Uncertain Portfolio Optimization

Business & Finance, Management & Leadership, Operations Research
Cover of the book Uncertain Portfolio Optimization by Zhongfeng Qin, Springer Singapore
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Author: Zhongfeng Qin ISBN: 9789811018107
Publisher: Springer Singapore Publication: September 16, 2016
Imprint: Springer Language: English
Author: Zhongfeng Qin
ISBN: 9789811018107
Publisher: Springer Singapore
Publication: September 16, 2016
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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