@inbook{5d935bb1d5d74696b7d05a3810ac6aef,
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",
note = "Publisher Copyright: {\textcopyright} 2016, Springer Science+Business Media Singapore.",
year = "2016",
doi = "10.1007/978-981-10-1810-7\_8",
language = "英语",
series = "Uncertainty and Operations Research",
publisher = "Springer Nature",
pages = "131--149",
booktitle = "Uncertainty and Operations Research",
}