Titlebook: Uncertain Portfolio Optimization; Zhongfeng Qin Book 2016 Springer Science+Business Media Singapore 2016 Credibility Theory.Portfolio Opti

并排一起

書目名稱Uncertain Portfolio Optimization影響因子(影響力)




書目名稱Uncertain Portfolio Optimization影響因子(影響力)學(xué)科排名




書目名稱Uncertain Portfolio Optimization網(wǎng)絡(luò)公開度




書目名稱Uncertain Portfolio Optimization網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Uncertain Portfolio Optimization被引頻次




書目名稱Uncertain Portfolio Optimization被引頻次學(xué)科排名




書目名稱Uncertain Portfolio Optimization年度引用




書目名稱Uncertain Portfolio Optimization年度引用學(xué)科排名




書目名稱Uncertain Portfolio Optimization讀者反饋




書目名稱Uncertain Portfolio Optimization讀者反饋學(xué)科排名

sigmoid-colon

Interval Mean-Semiabsolute Deviation Model,ance model, Li and Xu (2009) proposed an interval goal programming model on the assumption that security returns are fuzzy variables, and Wu et al. (2013) revisited interval mean-variance analysis by assuming that the expected returns and covariances of assets are both intervals.

哄騙

meritorious

溫室

Uncertain Mean-Semiabsolute Deviation Model,k of uncertainty theory (Liu 2007). In particular, several researchers have studied portfolio optimization in which security returns are assumed to be uncertain variables. The first attempt is Qin et al. (2009) who formulated the uncertain counterpart of mean-variance model. As extensions, Liu and Q

cardiopulmonary

Uncertain Mean-LPMs Model,attracted more and more attentions since investors are often sensitive to downside losses, relative to upside gains. Moreover, it requires simpler theoretical assumptions to justify its application. In portfolio management, investors always prefer securities with smaller downside risk. In the situat

Substance

Seminar

泛濫

南極