Uncertain Portfolio Optimization

Éditeur :

Springer

Paru le : 2016-09-16

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 ...
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À propos

Auteur

Éditeur

Collection
n.c

Parution
2016-09-16

Pages
192 pages

EAN papier
9789811018091

Auteur(s) du livre


Zhongfeng Qin received his BS degree from Nankai University, Tianjin, China and his PhD degree in Operations Research and Cybernetics from Tsinghua University, Beijing, China. He is currently an associate professor at the School of Economics and Management at Beihang University, Beijing, China. His current research interests include uncertain modeling and optimization, portfolio optimization and risk modeling. He was awarded “New Century Excellent Talents in University of the Ministry of Education” in 2012. Also, he was honored with the “7th Jiaqing Zhong Prize on Operations Research” and the “9th Outstanding New Scholar on Operations Research” award.

Caractéristiques détaillées - droits

EAN PDF
9789811018107
Prix
94,94 €
Nombre pages copiables
1
Nombre pages imprimables
19
Taille du fichier
2652 Ko
EAN EPUB
9789811018107
Prix
94,94 €
Nombre pages copiables
1
Nombre pages imprimables
19
Taille du fichier
2550 Ko

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