Introduction to modern portfolio optimization with NUOPT and S-PLUS
In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ingredient in risk management, and this trend will only accelerate in the comin...
Gardado en:
| Auteurs principaux: | , |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Acceso en liña: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Introduction to modern portfolio optimization with NUOPT and S-PLUS, Bernd Scherer, R. Douglas Martin, 2005, New York, Springer, 1 vol. (XXI-405 p.), 0-387-21016-4 |
Table des matières:
- Linear and Quadratic Programming General Optimization With Simple Advanced Issues in Mean-Variance Optimization Resampling and Portfolio Choice Scenario Optimization: Addressing Non-normality Robust Statistical Methods for Portfolio Construction Bayes Methods