Uncertainty and Operations Research

Qin, Zhongfeng

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.

Details

Published by: Springer

Publication Date: 2018-04-30

Format: Paperback

ISBN-13: 9789811094514

DOI: 10.1007/978-981-10-1810-7

Dimensions: 235cm x155cm

Pages: 192