Uncertain Portfolio Optimization

By Zhongfeng Qin

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 981101809X
• ISBN13: 9789811018091
• Release Date: October 2016
• Publisher: Springer
• Length: 192 Pages
• Weight: 1.16 lbs.
• Dimensions: 0.7" x 6.2" x 9.6"