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.
Mục lục
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.
Ngôn ngữ Anh ● định dạng PDF ● Trang 406 ● ISBN 9780387275864 ● Kích thước tập tin 9.1 MB ● Nhà xuất bản Springer New York ● Thành phố NY ● Quốc gia US ● Được phát hành 2007 ● Có thể tải xuống 24 tháng ● Tiền tệ EUR ● TÔI 2144367 ● Sao chép bảo vệ Adobe DRM
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