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Uncertain portfolio optimization

SpringerLink (Online service)

Uncertain portfolio optimization

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Uncertain portfolio optimization/ by Zhongfeng Qin.
作者:	Qin, Zhongfeng.
出版者:	Singapore :Springer Singapore : : 2016.,
面頁冊數:	xiii, 192 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Portfolio management. -
電子資源:	http://dx.doi.org/10.1007/978-981-10-1810-7
ISBN:	9789811018107

Uncertain portfolio optimization
Qin, Zhongfeng.

Uncertain portfolio optimization[electronic resource] /by Zhongfeng Qin. - Singapore :Springer Singapore :2016. - xiii, 192 p. :ill., digital ;24 cm. - Uncertainty and operations research,2195-996X. - Uncertainty and operations research..

Preface -- 1 Preliminaries -- 2 Credibilistic Mean-Variance-Skewness Model -- 3 Credibilistic Mean-Absolute Deviation Model -- 4 Minimization Model -- 5 Uncertain Mean-Semiabsolude Deviation Model -- 6 Uncertain Mean-LPMs Model -- 7 Interval Mean-Semiabsolute Deviation Model -- 8 Uncertain Random Mean-Variance Model -- 9 Fuzzy Random Mean-Variance Adjusting Model -- 10 Random Fuzzy Mean-Risk Model -- Bibliography -- List of Frequently Used Symbols.

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.

ISBN: 9789811018107

Standard No.: 10.1007/978-981-10-1810-7doiSubjects--Topical Terms:

557690
Portfolio management.

LC Class. No.: HG4529.5

Dewey Class. No.: 332.6

Uncertain portfolio optimization
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505 0 $a Preface -- 1 Preliminaries -- 2 Credibilistic Mean-Variance-Skewness Model -- 3 Credibilistic Mean-Absolute Deviation Model -- 4 Minimization Model -- 5 Uncertain Mean-Semiabsolude Deviation Model -- 6 Uncertain Mean-LPMs Model -- 7 Interval Mean-Semiabsolute Deviation Model -- 8 Uncertain Random Mean-Variance Model -- 9 Fuzzy Random Mean-Variance Adjusting Model -- 10 Random Fuzzy Mean-Risk Model -- Bibliography -- List of Frequently Used Symbols.
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