Modern Portfolio Optimization with NuOPT, S-PLUS®, and S+Bayes


ISBN 9781441919342
Taschenbuch/Paperback
CHF 114.30
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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.
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