Robust Portfolio Optimization and Management, Fabozzi

Автор: Pfaff Bernhard
Название: Financial Risk Modelling and Portfolio Optimization with R
ISBN: 1119119669 ISBN-13(EAN): 9781119119661
Издательство: Wiley
Рейтинг:
Цена: 74920.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R.

Автор: Lionel Martellini
Название: Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
ISBN: 0470852771 ISBN-13(EAN): 9780470852774
Издательство: Wiley
Рейтинг:
Цена: 45450.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook will be designed for fixed--incomesecurities courses taught on MSc Finance and MBAcourses. There is currently no suitable text thatoffers a `Hull--type` book for the fixed income studentmarket. This book aims to fill this need. The bookwill contain numerous worked examples, excelspreadsheets, with a building block approachthroughout.

Автор: Kim Woo Chang
Название: Robust Equity Portfolio Management + Website
ISBN: 1118797264 ISBN-13(EAN): 9781118797266
Издательство: Wiley
Рейтинг:
Цена: 100320.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A comprehensive portfolio optimization guide, with provided MATLAB code Robust Equity Portfolio Management + Website offers the most comprehensive coverage available in this burgeoning field.

Автор: Caroline, Hillairet
Название: Portfolio Optimization with Different Information Flow
ISBN: 1785480847 ISBN-13(EAN): 9781785480843
Издательство: Elsevier Science
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Цена: 78040.00 T
Наличие на складе: Поставка под заказ.
Описание:

Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and progressive, using tools from various fields, such as from stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations. This theoretical and numerical analysis is applied in different market settings to provide a good basis for the understanding of portfolio optimization with different information flow.