Uncertain Portfolio Optimization
| By: | Zhongfeng Qin |
| Publisher: | Springer Nature |
| Print ISBN: | 9789811018091 |
| eText ISBN: | 9789811018107 |
| Edition: | 0 |
| Copyright: | 2016 |
| Format: | Page Fidelity |
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Table of Contents
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.