Автор: Sundaram, Rangarajan K. Название: A First Course in Optimization Theory ISBN: 0521497701 ISBN-13(EAN): 9780521497701 Издательство: Cambridge Academ Рейтинг: Цена: 6811.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book, first published in 1996, introduces students to optimization theory and its use in economics and allied disciplines.
Автор: Caroline, Hillairet Название: Portfolio Optimization with Different Information Flow ISBN: 1785480847 ISBN-13(EAN): 9781785480843 Издательство: Elsevier Science Рейтинг: Цена: 11706.00 р. Наличие на складе: Поставка под заказ.
Описание:
Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and progressive, using tools from various fields, such as from stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations. This theoretical and numerical analysis is applied in different market settings to provide a good basis for the understanding of portfolio optimization with different information flow.
Автор: Pfaff Bernhard Название: Financial Risk Modelling and Portfolio Optimization with R ISBN: 1119119669 ISBN-13(EAN): 9781119119661 Издательство: Wiley Рейтинг: Цена: 11238.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R.
Описание: This book presents recent advances on the design of intelligent systems based on fuzzy logic, neural networks and nature-inspired optimization and their application in areas such as, intelligent control and robotics, pattern recognition, time series prediction and optimization of complex problems.
Автор: Back, Kerry E. Название: Asset Pricing and Portfolio Choice Theory ISBN: 0190241144 ISBN-13(EAN): 9780190241148 Издательство: Oxford Academ Рейтинг: Цена: 20988.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is a textbook at the Ph.D. or Masters in Quantitative Finance level. It covers single-period, discrete-time, and continuous-time financial models. It provides introductions to many current research topics, and each chapter contains exercises.
Описание: While the weight of a structure constitutes a significant part of the cost, a minimum weight design is not necessarily the minimum cost design. Little attention in structural optimization has been paid to the cost optimization problem, particularly of realistic three-dimensional structures.
Автор: Fabozzi Название: Robust Portfolio Optimization and Management ISBN: 047192122X ISBN-13(EAN): 9780471921226 Издательство: Wiley Рейтинг: Цена: 14098.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book.
Автор: Qin Название: Uncertain Portfolio Optimization ISBN: 981101809X ISBN-13(EAN): 9789811018091 Издательство: Springer Рейтинг: Цена: 16070.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a new modeling approach for portfolio optimization problems involving a lack of sufficient historical data. The content mainly reflects the author’s extensive work on uncertainty portfolio optimization in recent years. Considering security returns as different variables, the book presents a series of portfolio optimization models in the framework of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and up-to-date guide to uncertain portfolio optimization models.
Описание: To obtain stocks with high valuation potential it is necessary to choose companies with a lower or average market capitalization, low PER, high rates of revenue growth and high operating leverage
Автор: Joshi Название: Introduction to Mathematical Portfolio Theory ISBN: 1107042313 ISBN-13(EAN): 9781107042315 Издательство: Cambridge Academ Рейтинг: Цена: 9029.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.
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