Portfolio Optimization, Best, Michael J.

Автор: Prigent, Jean-Luc
Название: Portfolio Optimization and Performance Analysis
ISBN: 1584885785 ISBN-13(EAN): 9781584885788
Издательство: Taylor&Francis
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Цена: 29093.00 р.
Наличие на складе: Нет в наличии.

Автор: Sarmas Elissaios, Xidonas Panos, Doukas Haris
Название: Multicriteria Portfolio Construction with Python
ISBN: 3030537455 ISBN-13(EAN): 9783030537456
Издательство: Springer
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Цена: 18167.00 р.
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Описание: This book covers topics in portfolio management and multicriteria decision analysis (MCDA), presenting a transparent and unified methodology for the portfolio construction process.

Автор: Caroline, Hillairet
Название: Portfolio Optimization with Different Information Flow
ISBN: 1785480847 ISBN-13(EAN): 9781785480843
Издательство: Elsevier Science
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Цена: 11706.00 р.
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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: Fabozzi
Название: Robust Portfolio Optimization and Management
ISBN: 047192122X ISBN-13(EAN): 9780471921226
Издательство: Wiley
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Цена: 14098.00 р.
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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: Panos Xidonas; George Mavrotas; Theodore Krintas;
Название: Multicriteria Portfolio Management
ISBN: 1489993002 ISBN-13(EAN): 9781489993007
Издательство: Springer
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Цена: 16070.00 р.
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Описание: This book presents an innovative, integrated methodological approach to the construction and selection of equity portfolios. The text integrates stochastic methods for portfolio comparisons to offer a unified model for decision making in portfolio management.

Автор: Robert Kissell
Название: The Science of Algorithmic Trading and Portfolio Management,
ISBN: 0124016898 ISBN-13(EAN): 9780124016897
Издательство: Elsevier Science
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Цена: 8588.00 р.
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Описание: Discusses algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. This title helps readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems.

Автор: Bernd Scherer; R. Douglas Martin
Название: Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™
ISBN: 1441919341 ISBN-13(EAN): 9781441919342
Издательство: Springer
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Цена: 18167.00 р.
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Описание: This practical handbook provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods. It fills the gap between current university instruction and current industry practice.

Автор: Jhuma Ray, Anirban Mukherjee, Sadhan Kumar Dey, Goran Klepac
Название: Metaheuristic Approaches to Portfolio Optimization
ISBN: 1522581030 ISBN-13(EAN): 9781522581031
Издательство: Mare Nostrum (Eurospan)
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Цена: 27581.00 р.
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Описание: Control of an impartial balance between risks and returns has become important for investors, and having a combination of financial instruments within a portfolio is an advantage. Portfolio management has thus become very important for reaching a resolution in high-risk investment opportunities and addressing the risk-reward tradeoff by maximizing returns and minimizing risks within a given investment period for a variety of assets.

Metaheuristic Approaches to Portfolio Optimization is an essential reference source that examines the proper selection of financial instruments in a financial portfolio management scenario in terms of metaheuristic approaches. It also explores common measures used for the evaluation of risks/returns of portfolios in real-life situations. Featuring research on topics such as closed-end funds, asset allocation, and risk-return paradigm, this book is ideally designed for investors, financial professionals, money managers, accountants, students, professionals, and researchers.

Автор: Lindquist
Название: Advanced REIT Portfolio Optimization
ISBN: 3031152859 ISBN-13(EAN): 9783031152856
Издательство: Springer
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Цена: 8384.00 р.
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Описание: This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly advanced analytics for REIT investment, including: * portfolio optimization using both historic and predictive return estimation; * model backtesting; a complete spectrum of risk assessment and management tools with an emphasis on early warning systems, risk budgeting, estimating tail risk, and factor analysis; * derivative valuation; * and incorporating ESG ratings into REIT investment. These quantitative finance models are presented in a unified framework consistent with dynamic asset pricing (rational finance). Given its scope and practical orientation, this book will appeal to investors interested in portfolio optimization and innovative tools for investment risk assessment.

Автор: Ray Jhuma, Mukherjee Anirban, Dey Sadhan Kumar
Название: Metaheuristic Approaches to Portfolio Optimization
ISBN: 1522592946 ISBN-13(EAN): 9781522592945
Издательство: Mare Nostrum (Eurospan)
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Цена: 19437.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Examines the proper selection of financial instruments in a financial portfolio management scenario in terms of metaheuristic approaches. The book explores measures used for the evaluation of risks/returns of portfolios in real-life situations, and features research on topics such as closed-end funds, asset allocation, and the risk-return paradigm.

Автор: Schrijver, Alexander
Название: Theory of linear and integer programming
ISBN: 0471982326 ISBN-13(EAN): 9780471982326
Издательство: Wiley
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Цена: 13773.00 р.
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Описание: Theory of Linear and Integer Programming Alexander Schrijver Centrum voor Wiskunde en Informatica, Amsterdam, The Netherlands This book describes the theory of linear and integer programming and surveys the algorithms for linear and integer programming problems, focusing on complexity analysis.

Автор: Bendsoe M.P., Sigmund O.
Название: Topology Optimization: Theory, Methods and Applications
ISBN: 3540429921 ISBN-13(EAN): 9783540429920
Издательство: Springer
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Цена: 16769.00 р.
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Описание: The topology optimization method solves the basic engineering problem of distributing a limited amount of material in a design space. The first edition of this book has become the standard text on optimal design, which is concerned with the optimization of structural topology, shape and material. This edition has been substantially revised and updated to reflect progress made in modelling and computational procedures. It also encompasses a comprehensive and unified description of the state of the art of the so-called material distribution method, based on the use of mathematical programming and finite elements. Applications treated include not only structures but also MEMS and materials.