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Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™
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, and this trend will only accelerate in the comin...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York : Imprint: Springer,
2005.
|
| Edición: | 1st ed. 2005. |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- 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.