Zhongfeng Qin
Uncertain Portfolio Optimization
Gebonden Engels 2016 9789811018091
Verwachte levertijd ongeveer 9 werkdagen
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
Lezersrecensies
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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>
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