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Portfolio Choice Problems: An Introductory Survey of Single and Multiperiod Models. 2011 ed.

Portfolio Choice Problems: An Introductory Survey of Single and Multiperiod Models. 2011 ed.

・ISBN 978-1-4614-0576-4 paper EUR 49.99

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お気に入り
著者・編者Chapados, Nicolas,
シリーズ (SpringerBriefs in Electrical and Computer Engineering)
出版社 (Springer-Verlag New York Inc., US)
出版年月2011
ページ数96 pp.
言語ENG
ニュース番号<A05-36708>

解説

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.