| Author: | Zhongfeng Qin | ISBN: | 9789811018107 |
| Publisher: | Springer Singapore | Publication: | September 16, 2016 |
| Imprint: | Springer | Language: | English |
| Author: | Zhongfeng Qin |
| ISBN: | 9789811018107 |
| Publisher: | Springer Singapore |
| Publication: | September 16, 2016 |
| Imprint: | Springer |
| Language: | English |
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.
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.
