Uncertain Portfolio Optimization - Uncertainty and Operations Research - Zhongfeng Qin - Bøger - Springer Verlag, Singapore - 9789811094514 - 30. april 2018
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Uncertain Portfolio Optimization - Uncertainty and Operations Research Softcover reprint of the original 1st ed. 2016 edition

Zhongfeng Qin

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Uncertain Portfolio Optimization - Uncertainty and Operations Research Softcover reprint of the original 1st ed. 2016 edition

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.


192 pages, 25 Illustrations, color; 20 Illustrations, black and white; XIII, 192 p. 45 illus., 25 il

Medie Bøger     Paperback Bog   (Bog med blødt omslag og limet ryg)
Udgivet 30. april 2018
ISBN13 9789811094514
Forlag Springer Verlag, Singapore
Antal sider 192
Mål 362 g