Portfolio Choice Problems An Introductory Survey of Single and Multiperiod Models /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Chapados, Nicolas (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2011.
• Σειρά: SpringerBriefs in Electrical and Computer Engineering ; 3
• Θέματα: Computer science.; Mathematical statistics.; Probabilities.; Statistics.; Computer Science.; Probability and Statistics in Computer Science.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Probability Theory and Stochastic Processes.
• Φυσική περιγραφή: X, 96 p. 8 illus. online resource.
• ISBN: 9781461405771

This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study. It cuts through many strands of the subject, presenting not only the classical results from financial economics but also approaches originating from information theory, machine learning and operations research. This compact treatment of the topic will be valuable to students entering the field, as well as practitioners looking for a broad coverage of the topic.