Dansk
Uncertain Portfolio Optimization e-bog
875,33 DKK
(inkl. moms 1094,16 DKK)
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, uncert...
E-bog
875,33 DKK
Forlag
Springer
Udgivet
16 september 2016
Genrer
Management decision making
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9789811018107
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.