• $109.99

Publisher Description

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.

GENRE
Business & Personal Finance
RELEASED
2016
September 16
LANGUAGE
EN
English
LENGTH
205
Pages
PUBLISHER
Springer Singapore
SELLER
Springer Nature B.V.
SIZE
4.1
MB

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