Modern Portfolio Optimization with NuOPT, S-PLUS®, and S+Bayes
ISBN 9780387210162
Gebunden/Hardcover
CHF 114.30
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InhaltsangabeFrom 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.
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.