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2016 | OriginalPaper | Chapter

1. Preliminaries

Author : Zhongfeng Qin

Published in: Uncertain Portfolio Optimization

Publisher: Springer Singapore

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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.

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next chapter Credibilistic Mean-Variance-Skewness Model
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Metadata
Title
Preliminaries
Author
Zhongfeng Qin
Copyright Year
2016
Publisher
Springer Singapore
Book
Uncertain Portfolio Optimization

Print ISBN: 978-981-10-1809-1

Electronic ISBN: 978-981-10-1810-7

Copyright Year: 2016

DOI
https://doi.org/10.1007/978-981-10-1810-7_1

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