Uncertain portfolio optimization

DOI10.1007/978-981-10-1810-7zbMath1356.91001OpenAlexW2519938496MaRDI QIDQ514412

Zhongfeng Qin

Publication date: 1 March 2017

Published in: Uncertainty and Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-10-1810-7

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)

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