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

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

Bernd Scherer / R. Douglas Martin

170,14 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2010
ISBN:
9781441919342
170,14 €
IVA incluido
Disponible

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Sobre IBD

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.

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