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Uncertain Portfolio Optimization
Zhongfeng Qin
€ 133.58
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Description for Uncertain Portfolio Optimization
Hardback. Series: Uncertainty and Operations Research. Num Pages: 205 pages, 20 black & white illustrations, 25 colour illustrations, biography. BIC Classification: KJMD; KJT. Category: (G) General (US: Trade). Dimension: 235 x 155 x 17. Weight in Grams: 482.
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.
Product Details
Format
Hardback
Publication date
2016
Publisher
Springer Verlag, Singapore Singapore
Number of pages
205
Condition
New
Series
Uncertainty and Operations Research
Number of Pages
192
Place of Publication
Singapore, Singapore
ISBN
9789811018091
SKU
V9789811018091
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-3
About Zhongfeng Qin
Zhongfeng Qin received his BS degree from Nankai University, Tianjin, China and his PhD degree in Operations Research and Cybernetics from Tsinghua University, Beijing, China. He is currently an associate professor at the School of Economics and Management at Beihang University, Beijing, China. His current research interests include uncertain modeling and optimization, portfolio optimization and risk modeling. He was awarded ... Read more
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