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.
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. This trend will only accelerate in the coming years. This practical handbook fills the gap between current university instruction and current industry practice. It provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods using the powerful NUOPT for S-PLUS optimizer.
Schlagwörter zu:
Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™ von Bernd Scherer - mit der ISBN: 9780387275864
Investment; Investmentmanagement; Portfolio; Portfolio Optimization; Portfolio Theory; Resampling; STATISTICA; Variance; linear optimization; optimization; quantitative finance; sets; statistical method; B; Statistics and Computing; Mathematics in Business, Economics and Finance; Statistics in Business, Management, Economics, Finance, Insurance; Quantitative Finance; Statistics and Computing/Statistics Programs; Statistics for Business, Management, Economics, Finance, Insurance; Mathematics and , Online-Buchhandlung
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