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Uncertain Portfolio Optimization

  • Zhongfeng Qin

Part of the Uncertainty and Operations Research book series (UOR)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Zhongfeng Qin
    Pages 1-28
  3. Zhongfeng Qin
    Pages 29-52
  4. Zhongfeng Qin
    Pages 83-101
  5. Zhongfeng Qin
    Pages 103-114
  6. Zhongfeng Qin
    Pages 115-129
  7. Zhongfeng Qin
    Pages 131-149
  8. Zhongfeng Qin
    Pages 151-165
  9. Zhongfeng Qin
    Pages 167-184
  10. Back Matter
    Pages 185-192

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

Authors and affiliations

  • Zhongfeng Qin
    • 1
  1. 1.School of Economics and ManagementBeihang UniversityBeijingChina

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
  • Buy this book on publisher's site