Click Here to Download: https://ouo.io/pMAC676 Uncertain Portfolio Optimization By: Zhongfeng Qin Publisher: Springer Print ISBN: 9789811018091, 981101809X eText ISBN: 9789811018107, 9811018103 Copyright year: 2016 Format: PDF Available from $ 129.00 USD SKU 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.
