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 ...
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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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Add this copy of Uncertain Portfolio Optimization to cart. $103.32, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2016 by Springer Verlag, Singapore.
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New. Contains: Illustrations, black & white, Illustrations, color. Uncertainty and Operations Research . XIII, 192 p. 45 illus., 25 illus. in color. Intended for professional and scholarly audience.
Add this copy of Uncertain Portfolio Optimization (Uncertainty and to cart. $161.09, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2016 by Springer.
Add this copy of Uncertain Portfolio Optimization to cart. $171.88, new condition, Sold by Media Smart rated 4.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 2018 by Springer.
Add this copy of Uncertain Portfolio Optimization (Uncertainty and to cart. $206.09, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2016 by Springer.
