Portfolio Choice Problems : An Introductory Survey of Single and Multiperiod Models

This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study. It cuts through many strands of the subject, presenting not only the classical results from financial eco...

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Bibliografiska uppgifter
Huvudupphovsman: Chapados, Nicolas
Materialtyp: Livre numérique
Språk:Anglais
Publicerad: New York, NY : Springer New York 2011.
Cham : Springer Nature
Serie:SpringerBriefs in Electrical and Computer Engineering
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Anmärkning: Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Portfolio Choice Problems, Texte imprimé, 9781461405764
• Portfolio Choice Problems, Texte imprimé, 9781461405788
Beskrivning
Sammanfattning:This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study. It cuts through many strands of the subject, presenting not only the classical results from financial economics but also approaches originating from information theory, machine learning and operations research. This compact treatment of the topic will be valuable to students entering the field, as well as practitioners looking for a broad coverage of the topic.
Beskrivning:Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
ISBN:9781461405771
ISSN:2191-8120
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