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Introduction to modern portfolio optimization with NUOPT™, S-PLUS® and S+ Bayes™.
Appartenance & droits
SCHERER Bernd ; MARTIN Douglas
2005
405
0-387-21016-4
134.77-SCHER
PORTFOLIO MANAGEMENT ; PORTFOLIO ANALYSIS ; MATHEMATICAL STATISTICS ; LINEAR PROGRAMMING
Number of copies : 1
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [available] |
ISBN 13 : 978-0387-21016-2
Contents : 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
Bibliography
Index
Language : English
Figure(s) : Schémas
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque