Buchcover von Modern Portfolio Selection Theory
Buchtitel:

Modern Portfolio Selection Theory

Multi-Period Investment Modelling Handbook

LAP LAMBERT Academic Publishing (28.02.2011 )

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ISBN-13:

978-3-8443-1415-1

ISBN-10:
3844314156
EAN:
9783844314151
Buchsprache:
Englisch
Klappentext:
Portfolio selection is an important research topic in the field of finance, but typically, existing portfolio models cover a single investment period and are static, while real-world investors operate dynamically over multiple periods. So multi-period portfolio selection models have been studied widely in recent years. This book mainly discusses the efficient frontier of the mean-VaR model for multi-period portfolio selection, and the algorithm and model for multi-period portfolio selection including uncertainty. Its main contents are as follows: firstly, effective solutions are given for the mean-VaR model for multi-period portfolio selection, and the efficient frontier problem is discussed. We then introduce credibility safety standards-based multi-period portfolio selection and fuzzy entropy-based multi-period portfolio selection models. We also present an empirical study for the two types of model.
Verlag:
LAP LAMBERT Academic Publishing
Webseite:
https://www.lap-publishing.com/
von (Autor):
Fang Liu, Bill Peters
Seitenanzahl:
196
Veröffentlicht am:
28.02.2011
Lagerbestand:
Lieferbar
Kategorie:
Internationale Wirtschaft
Preis:
68,00 €
Stichworte:
multi-period portfolio, mean-VaR model, credibility safety standards, wavelet neural networks, Fuzzy Entropy

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