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Uncertain Portfolio Optimization

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This book provides a new modeling approach for portfolio optimization problems involving a lack of sufficient historical data. 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789811018091
  • Indbinding:
  • Hardback
  • Sideantal:
  • 192
  • Udgivet:
  • 17. september 2016
  • Udgave:
  • 12016
  • Størrelse:
  • 235x155x17 mm.
  • Vægt:
  • 4757 g.
Leveringstid: 2-3 uger
Forventet levering: 21. november 2024

Beskrivelse af Uncertain Portfolio Optimization

This book provides a new modeling approach for portfolio optimization problems involving a lack of sufficient historical data. 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.

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