In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ingredient in risk management. This trend will only accelerate in the coming years. This practical handbook fills the gap between current university instruction and current industry practice. It provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods using the powerful NUOPT for S-PLUS optimizer.
€96.29
Spis treści
Linear and Quadratic Programming.- General Optimization With Simple.- Advanced Issues in Mean-Variance Optimization.- Resampling and Portfolio Choice.- Scenario Optimization: Addressing Non-normality.- Robust Statistical Methods for Portfolio Construction.- Bayes Methods.
Język Angielski ● Format PDF ● Strony 406 ● ISBN 9780387275864 ● Rozmiar pliku 9.1 MB ● Wydawca Springer New York ● Miasto NY ● Kraj US ● Opublikowany 2007 ● Do pobrania 24 miesięcy ● Waluta EUR ● ID 2144367 ● Ochrona przed kopiowaniem Adobe DRM
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