Uncertain Random Mean-Variance Model

Zhongfeng Qin

doi:10.1007/978-981-10-1810-7_8

Uncertain Random Mean-Variance Model

Zhongfeng Qin^*

^*Corresponding author for this work

School of Economics and Management

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

This chapter presents the preliminaries for the rest of this book. On the one hand, credibility theory and uncertainty theory are outlined, respectively, which provide necessary knowledge for uncertain portfolio optimization. On the other hand, genetic algorithm is reviewed, which is used to solve the portfolio optimization models.

Original language	English
Title of host publication	Uncertainty and Operations Research
Publisher	Springer Nature
Pages	131-149
Number of pages	19
DOIs	https://doi.org/10.1007/978-981-10-1810-7_8
State	Published - 2016

Publication series

Name	Uncertainty and Operations Research
ISSN (Print)	2195-996X
ISSN (Electronic)	2195-9978

Keywords

Chance Distribution
Convex Quadratic Programming
Return Level
Uncertain Variable
Uncertainty Distribution

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10.1007/978-981-10-1810-7_8

Cite this

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title = "Uncertain Random Mean-Variance Model",

abstract = "This chapter presents the preliminaries for the rest of this book. On the one hand, credibility theory and uncertainty theory are outlined, respectively, which provide necessary knowledge for uncertain portfolio optimization. On the other hand, genetic algorithm is reviewed, which is used to solve the portfolio optimization models.",

keywords = "Chance Distribution, Convex Quadratic Programming, Return Level, Uncertain Variable, Uncertainty Distribution",

author = "Zhongfeng Qin",

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doi = "10.1007/978-981-10-1810-7\_8",

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KW - Chance Distribution

KW - Convex Quadratic Programming

KW - Return Level

KW - Uncertain Variable

KW - Uncertainty Distribution

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ER -

Uncertain Random Mean-Variance Model

Abstract

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Keywords

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