Bibliografische Daten
ISBN/EAN: 9780387210162
Sprache: Englisch
Umfang: xxii, 406 S., 161 s/w Illustr.
Format (T/L/B): 2.5 x 24.3 x 16 cm
Einband: gebundenes Buch
Beschreibung
InhaltsangabeFrom the contents List of Code Examples. 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.- Bibliography. Index.
Produktsicherheitsverordnung
Hersteller:
Springer Verlag GmbH
juergen.hartmann@springer.com
Tiergartenstr. 17
DE 69121 Heidelberg
Autorenportrait
InhaltsangabeLinear 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.
Leseprobe
Leseprobe
Inhalt
From the contentsList of Code Examples. 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.- Bibliography. Index.
