Introduction to Modern Portfolio optimization with NUOPT and S-PLUS

• Κύριοι συγγραφείς: Scherer, Bernd (Συγγραφέας), Martin, R. Douglas (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2005.
• Θέματα: Statistics.; Economics, Mathematical.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Statistics and Computing/Statistics Programs.

In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ingredient in risk management, and this trend will only accelerate in the comin...