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Springer Uncertain Portfolio Optimization (Uncertainty and Operations Research)

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Description

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.

Product Specifications

Colour
White
Format
paperback
Domain
Amazon UK
Release Date
30 April 2018
Listed Since
16 August 2018

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