Bibliografische Daten
ISBN/EAN: 9781441919342
Sprache: Englisch
Umfang: xxii, 406 S., 161 s/w Illustr.
Einband: kartoniertes Buch
Beschreibung
InhaltsangabeLinear 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.
Inhalt
From the contents List of Code Examples. 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.- Bibliography. Index.
