Overview
- 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 to handling risk constraints in general optimization problems
Part of the book series: Uncertainty and Operations Research (UOR)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (10 chapters)
Keywords
About this book
Authors and Affiliations
About the author
Bibliographic Information
Book Title: Uncertain Portfolio Optimization
Authors: Zhongfeng Qin
Series Title: Uncertainty and Operations Research
DOI: https://doi.org/10.1007/978-981-10-1810-7
Publisher: Springer Singapore
eBook Packages: Business and Management, Business and Management (R0)
Copyright Information: Springer Science+Business Media Singapore 2016
Hardcover ISBN: 978-981-10-1809-1Published: 04 October 2016
Softcover ISBN: 978-981-10-9451-4Published: 30 April 2018
eBook ISBN: 978-981-10-1810-7Published: 16 September 2016
Series ISSN: 2195-996X
Series E-ISSN: 2195-9978
Edition Number: 1
Number of Pages: XIII, 192
Number of Illustrations: 20 b/w illustrations, 25 illustrations in colour
Topics: Operations Research/Decision Theory, Operations Research, Management Science