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- Author: Fang Liu
- Publisher: LAP Lambert Academic Publishing
- ISBN-10: 3844314156
- ISBN-13: 9783844314151
- Format: 15.2 x 22.9 x 1.1 cm, softcover
- Language: English
- SAVE -10% with code: EXTRA
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Description
Portfolio selection is an important research topic in the field of finance, but typically, existing portfolio models cover a single investment period and are static, while real-world investors operate dynamically over multiple periods. So multi-period portfolio selection models have been studied widely in recent years. This book mainly discusses the efficient frontier of the mean-VaR model for multi-period portfolio selection, and the algorithm and model for multi-period portfolio selection including uncertainty. Its main contents are as follows: firstly, effective solutions are given for the mean-VaR model for multi-period portfolio selection, and the efficient frontier problem is discussed. We then introduce credibility safety standards-based multi-period portfolio selection and fuzzy entropy-based multi-period portfolio selection models. We also present an empirical study for the two types of model.
EXTRA 10 % discount with code: EXTRA
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- Author: Fang Liu
- Publisher: LAP Lambert Academic Publishing
- ISBN-10: 3844314156
- ISBN-13: 9783844314151
- Format: 15.2 x 22.9 x 1.1 cm, softcover
- Language: English English
Portfolio selection is an important research topic in the field of finance, but typically, existing portfolio models cover a single investment period and are static, while real-world investors operate dynamically over multiple periods. So multi-period portfolio selection models have been studied widely in recent years. This book mainly discusses the efficient frontier of the mean-VaR model for multi-period portfolio selection, and the algorithm and model for multi-period portfolio selection including uncertainty. Its main contents are as follows: firstly, effective solutions are given for the mean-VaR model for multi-period portfolio selection, and the efficient frontier problem is discussed. We then introduce credibility safety standards-based multi-period portfolio selection and fuzzy entropy-based multi-period portfolio selection models. We also present an empirical study for the two types of model.
Reviews