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MODERN PORTFOLIO OPTIMIZATION WITH NUOPT?, S-PLUS«, AND S+BA IBD

SPRINGER
10 / 2010
9781441919342
Inglés

Sinopsis

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.