Portfolio analysis: from probabilistic to credibilistic and uncertain approaches
Auteur :
Huang, Xiaoxia
Éditeur :
Huang, Xiaoxia
ISBN :
9783642262494
Date de publication :
6 avr. 2012
Dimensions :
23,4 x 15,6 x 1,0 cm
Poids :
302 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Allemagne
This book provides a quantitative method for analyzing return and risk of a portfolio investment in different kinds of uncertainty. It presents the ways for striking a balance between investment return and risk such that an optimal portfolio can be obtained.