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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.
面頁冊數:	XIII, 192 p. 45 illus., 25 illus. in color.online resource. :
Contained By:	Springer Nature eBook
標題:	Operations research. -
電子資源:	https://doi.org/10.1007/978-981-10-1810-7
ISBN:	9789811018107

Uncertain Portfolio Optimization
Qin, Zhongfeng.

Uncertain Portfolio Optimization[electronic resource] /by Zhongfeng Qin. - 1st ed. 2016. - XIII, 192 p. 45 illus., 25 illus. in color.online resource. - 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:

573517
Operations research.

LC Class. No.: HD30.23

Dewey Class. No.: 658.40301

Uncertain Portfolio Optimization
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