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: Нет в наличии.
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: Robert Kissell Название: The Science of Algorithmic Trading and Portfolio Management, ISBN: 0124016898 ISBN-13(EAN): 9780124016897 Издательство: Elsevier Science Рейтинг: Цена: 8588.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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 Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Bendsoe M.P., Sigmund O. Название: Topology Optimization: Theory, Methods and Applications ISBN: 3540429921 ISBN-13(EAN): 9783540429920 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Автор: Remigijus Paulavi?ius; Julius ?ilinskas Название: Simplicial Global Optimization ISBN: 1461490928 ISBN-13(EAN): 9781461490920 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A comparison of various Lipschitz bounds over simplices and an extension of Lipschitz global optimization with-out the Lipschitz constant to the case of simplicial partitioning is also depicted in this text.
This book provides the mathematical fundamentals of linear algebra to practicers in computer vision, machine learning, robotics, applied mathematics, and electrical engineering. By only assuming a knowledge of calculus, the authors develop, in a rigorous yet down to earth manner, the mathematical theory behind concepts such as: vectors spaces, bases, linear maps, duality, Hermitian spaces, the spectral theorems, SVD, and the primary decomposition theorem. At all times, pertinent real-world applications are provided. This book includes the mathematical explanations for the tools used which we believe that is adequate for computer scientists, engineers and mathematicians who really want to do serious research and make significant contributions in their respective fields.
Автор: Prigent, Jean-Luc Название: Portfolio Optimization and Performance Analysis ISBN: 1584885785 ISBN-13(EAN): 9781584885788 Издательство: Taylor&Francis Рейтинг: 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 Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: 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: Panos Xidonas; George Mavrotas; Theodore Krintas; Название: Multicriteria Portfolio Management ISBN: 1489993002 ISBN-13(EAN): 9781489993007 Издательство: Springer Рейтинг: Цена: 16070.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: 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) Рейтинг: Цена: 27581.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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 Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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