About this book
Introduction
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.
Keywords
Credibility Theory Portfolio Optimization Uncertainty Theory Fuzzy Random Variable Mean-Variance Model China Decision Theory Operation Research
Bibliographic information
- DOI https://doi.org/10.1007/978-981-10-1810-7
- Copyright Information Springer Science+Business Media Singapore 2016
- Publisher Name Springer, Singapore
- eBook Packages Business and Management
- Print ISBN 978-981-10-1809-1
- Online ISBN 978-981-10-1810-7
- Series Print ISSN 2195-996X
- Series Online ISSN 2195-9978
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