| 书目名称 | Portfolio Analysis | | 副标题 | From Probabilistic t | | 编辑 | Xiaoxia Huang | | 视频video | | | 概述 | Recent research results on portfolio analysis.The State of the art of uncertainty methods – from probabilistic to credibilistic | | 丛书名称 | Studies in Fuzziness and Soft Computing | | 图书封面 |  | | 描述 | The most salient feature of security returns is uncertainty. The purpose of the book is to provide systematically a quantitative method for analyzing return and risk of a portfolio investment in di?erent kinds of uncertainty and present the ways for striking a balance between investment return and risk such that an optimal portfolio can be obtained. In classical portfolio theory, security returns were assumed to be random variables, and probability theory was the main mathematical tool for h- dling uncertainty in the past. However,the world is complex and uncertainty is varied. Randomnessis nottheonly typeofuncertaintyinreality,especially when human factors are included. Security market, one of the most complex marketsintheworld,containsalmostallkindsofuncertainty. Thesecurity- turns are sensitive to various factors including economic, social, political and very importantly, people’s psychological factors. Therefore, other than strict probability method, scholars have proposed some other approaches including imprecise probability, possibility, and interval set methods, etc. , to deal with uncertaintyinportfolioselectionsince1990’s. Inthisbook,wewantto addto thetools existingin scie | | 出版日期 | Book 2010 | | 关键词 | Analysis; Imprecise probability; Investment; Measure; Portfolio; Portfolio Analysis; Portfolio Selection; P | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-11214-0 | | isbn_softcover | 978-3-642-26249-4 | | isbn_ebook | 978-3-642-11214-0Series ISSN 1434-9922 Series E-ISSN 1860-0808 | | issn_series | 1434-9922 | | copyright | Springer-Verlag Berlin Heidelberg 2010 |
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发表于 2025-3-21 16:36:46
