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Martin, R. Douglas

Introduction to Modern Portfolio optimization with NUOPT and S-PLUS

Martin, R. Douglas - Introduction to Modern Portfolio optimization with NUOPT and S-PLUS, ebook

78,10€

Ebook, PDF with Adobe DRM
ISBN: 9780387275864
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Table of contents

1. Linear and Quadratic Programming

2. General Optimization With Simple

3. Advanced Issues in Mean-Variance Optimization

4. Resampling and Portfolio Choice

5. Scenario Optimization: Addressing Non-normality

6. Robust Statistical Methods for Portfolio Construction

7. Bayes Methods

DRM-restrictions

Printing: not available
Clipboard copying: not available

Keywords: MATHEMATICS / Probability & Statistics / General MAT029000

Author(s)
 
Publisher
Springer
Publication year
2005
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9780387275864

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