Modern Portfolio Selection Theory
Multi-Period Investment Modelling Handbook
Portfolio selection is an important research topic in the field of finance, but typically, existing portfolio models cover a single investment period and are static, while real-world investors operate dynamically over multiple periods. So multi-period portfolio selection models have been studied widely in recent years. This book mainly discusses the efficient frontier of the mean-VaR model for multi-period portfolio selection, and the algorithm and model for multi-period portfolio selection including uncertainty. Its main contents are as follows: firstly, effective solutions are given for the mean-VaR model for multi-period portfolio select…
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Produktdetails
Weitere Autoren: Peters, Bill
- ISBN: 978-3-8443-1415-1
- EAN: 9783844314151
- Produktnummer: 37803289
- Verlag: LAP Lambert Academic Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2011
- Seitenangabe: 196 S.
- Masse: H22.0 cm x B15.0 cm x D1.2 cm 310 g
- Abbildungen: Paperback
- Gewicht: 310
Über den Autor
2009-2011 PhD in Management research from Brunel University (UK); 2007-2008 MSc in Accounting and Finance from Napier University (UK); 2003-2007 BA in Computing and Mathematics from Huai Hai Institute of Technology (China).
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