A Beta-return Efficient Portfolio Optimisation Following the CAPM, Markus Vollmer

Автор: Rasmussen
Название: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
ISBN: 1403904588 ISBN-13(EAN): 9781403904584
Издательство: Springer
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Цена: 37594.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management.

Автор: Kontoghiorghes Erricos J., Gatu Cristian
Название: Optimisation, Econometric and Financial Analysis
ISBN: 3540366253 ISBN-13(EAN): 9783540366256
Издательство: Springer
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Цена: 23058.00 р.
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Описание: Advanced computational methods are often employed for the solution of modelling and decision-making problems. This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modelling. Emphasis is given to computational optimisation methods and techniques. The first part of the book addresses optimisation problems and decision modelling, with special attention to applications of supply chain and worst-case modelling as well as advances in the methodological aspects of optimisation techniques. The second part of the book is devoted to optimisation heuristics, filtering, signal extraction and various time series models. The chapters in this part cover the application of threshold accepting in econometrics, the structure of threshold autoregressive moving average models, wavelet analysis and signal extraction techniques in time series. The third and final part of the book is about the use of optimisation in portfolio selection and real option modelling.

Автор: Erricos Kontoghiorghes; Cristian Gatu
Название: Optimisation, Econometric and Financial Analysis
ISBN: 3642071716 ISBN-13(EAN): 9783642071713
Издательство: Springer
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Цена: 23058.00 р.
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Описание: This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modeling, emphasizing computational optimisation methods and techniques.

Автор: Saurabh Agarwal
Название: Portfolio Selection Using Multi-Objective Optimisation
ISBN: 3319544152 ISBN-13(EAN): 9783319544151
Издательство: Springer
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Цена: 16769.00 р.
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Описание: This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. Next to outlining techniques for undertaking individual investor`s profiling and portfolio programming, it also offers a new and practical approach for multi-objective portfolio optimization.