This book provides a new modeling approach for portfolio optimization problems involving a lack of sufficient historical data. 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.
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This book provides a new modeling approach for portfolio optimization problems involving a lack of sufficient historical data. 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.
Read Less
Add this copy of Uncertain Portfolio Optimization to cart. $101.42, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2018 by Springer.
Add this copy of Uncertain Portfolio Optimization to cart. $101.42, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2016 by Springer Verlag, Singapore.
