Sequential Binary Investment Decisions, Werner Jammernegg
Автор: Pralet, Cedric Название: Sequential decisionmaking problems ISBN: 1848211740 ISBN-13(EAN): 9781848211742 Издательство: Wiley Рейтинг: Цена: 25019.00 р. Наличие на складе: Поставка под заказ.
Описание: In the first part of this book, the authors introduce a generic algebraic framework that encompasses and unifies a large number of such formalisms. This formalism, called the Plausibility--Feasibility--Utility (PFU) framework, is based on algebraic structures, graphical models, and sequences of quantifications.
Автор: Prof. Dr. Heinz Rehkugler; Jaroslaw Morawski Название: Investment Decisions on Illiquid Assets ISBN: 383491004X ISBN-13(EAN): 9783834910042 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Portfolio Selection Model developed by Markowitz in the 1950s offers a theore- cally founded approach to combining securities into a utility-optimizing investment portfolio, that is, a portfolio leading to the best possible trade-off between the expected return and investment risk. However, when applied in practice, the model often rea- es its limits as soon as certain central assumptions are not fulfilled. This holds es- cially for the assumption of perfect liquidity of all assets in the portfolio, that is, the ability of selling or buying any of these assets at any time immediately and without influencing its market price. A serious additional source of investment risk may arise when no organized and centralized market for a specific asset exists that would d- close the currently prevailing price level, and when the valuations of the asset differ strongly among market participants. Examples of such assets characterized by limited liquidity and valuations' heterogeneity are direct real estate investments, private eq- ty, and many other privately traded goods. A number of rather simple extensions to the Markowitz model allowing for listed - curities with limited liquidity have been developed to date. They are usually based on a price discount due to the lacking ability of an immediate sale. The work of Mora- ki, however, goes further and offers a complex model of market participants' behavior on illiquid markets with heterogeneous expectations.
Описание: This book highlights a new direction of multiobjective optimization. It introduces sophisticated methods for sequential approximate multiobjective optimization using computational intelligence along with real applications, mainly engineering problems.
Автор: Leonid Kitainik Название: Fuzzy Decision Procedures with Binary Relations ISBN: 9401048665 ISBN-13(EAN): 9789401048668 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In decision theory there are basically two appr~hes to the modeling of individual choice: one is based on an absolute representation of preferences leading to a ntDnerical expression of preference intensity.
Автор: Horand St?rmer Название: Binary Functions and their Applications ISBN: 3540528121 ISBN-13(EAN): 9783540528128 Издательство: Springer Рейтинг: Цена: 10760.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In this book representations of binary functions by implicants and implicates are deduced. The results are applied to describe the reliability of technical systems and to classification problems, and to an important class of finite Boolean algebras.
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