Uncertain Portfolio Selection
Will be published approx. on 3. August 2026
Book
Hardback
VII, 270 pages
978-3-032-23364-6 (ISBN)
Description
Investing in portfolios when it is impossible to obtain accurate parameters.
More details
Content
What is Uncertain Portfolio Selection?.- Our Tool: Uncertainty Theory.- Start: Getting Uncertainty Distribution of Returns.- Basic Uncertain Portfolio Selection Models.- Uncertain Portfolio Selection with Mental Accounts.- Uncertain Portfolio Selection with European Call Options.- Uncertain Portfolio Selection with Background Risk.- Uncertain Enhanced Index Tracking Portfolio Selection.- Uncertain International Portfolio Selection.