| 书目名称 | Uncertain Portfolio Optimization |
| 编辑 | Zhongfeng Qin |
| 视频video | |
| 概述 | Presents a comprehensive and up-to-date guide to uncertain portfolio optimization.Can serve as a valuable reference source for academics, researchers and practitioners.Provides an efficient approach t |
| 丛书名称 | Uncertainty and Operations Research |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2016 |
| 关键词 | Credibility Theory; Portfolio Optimization; Uncertainty Theory; Fuzzy Random Variable; Mean-Variance Mod |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-981-10-1810-7 |
| isbn_softcover | 978-981-10-9451-4 |
| isbn_ebook | 978-981-10-1810-7Series ISSN 2195-996X Series E-ISSN 2195-9978 |
| issn_series | 2195-996X |
| copyright | Springer Science+Business Media Singapore 2016 |
发表于 2025-3-21 18:58:05
