Recomienda este artículo a tus amigos:
Uncertain Portfolio Optimization - Uncertainty and Operations Research Zhongfeng Qin 1st ed. 2016 edition
Uncertain Portfolio Optimization - Uncertainty and Operations Research
Zhongfeng Qin
This book provides a new modeling approach for portfolio optimization problems involving a lack of sufficient historical data. 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.
205 pages, 20 black & white illustrations, 25 colour illustrations, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 4 de octubre de 2016 |
| ISBN13 | 9789811018091 |
| Editores | Springer Verlag, Singapore |
| Páginas | 192 |
| Dimensiones | 155 × 235 × 17 mm · 526 g |