Introduction to Modern Portfolio Optimization with Nuopt and Splus

افزودن به بوکمارک اشتراک گذاری 0 دیدگاه کاربران 4 (1)

مشارکت: عنوان و توضیح کوتاه هر کتاب را ترجمه کنید این ترجمه بعد از تایید با نام شما در سایت نمایش داده خواهد شد.

ترجمه این کتاب مشاهده همه کتاب های ترجمه نشده

از خودتان درباره کتاب توضیح کوتاهی بنویسید

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 coming years. Unfortunately there is a large gap between the limited treatment of portfolio construction methods that are presented in most university courses with relatively little hands-on experience and limited computing tools, and the rich and varied aspects of portfolio construction that are used in practice in the finance industry. Current practice demands the use of modern methods of portfolio construction that go well beyond the classical Markowitz mean-variance optimality theory and require the use of powerful scalable numerical optimization methods. This book fills the gap between current university instruction and current industry practice by providing a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods. The computational aspect of the book is based on extensive use of S-PlusB., the S+NuOPTb" optimization module, the S-Plus Robust Library and the S+Bayesb" Library, along with about 100 S-Plus scripts and some CRSPB. sample data sets of stock returns. A special time-limited version of the S-Plus software is available to purchasers of this book. "For money managers and investment professionals in the field, optimization is truly a can of worms rather left un-opened, until now! Here lies a thorough explanation of almost all possibilities one can think of for portfolio optimization, complete with error estimation techniques andexplanation of when non-normality plays a part. A highly recommended and practical handbook for the consummate professional and student alike!" Steven P. Greiner, Ph.D. Chief Large Cap Quant & Fundamental Research Manager Harris Investment Management "The authors take a huge step in the long struggle to establish applied post-modern portfolio theory. The optimization and statistical techniques generalize the normal linear model to include robustness, non-normality, and semi-conjugate Bayesian analysis via MCMC. The techniques are very clearly demonstrated by the extensive use and tight integration of S-Plus software. Their book should be an enormous help to students and practitioners trying to move beyond traditional modern portfolio theory." Peter Knez CIO, Global Head of Fixed Income Barclays Global Investors

لغو

گزارش تخلف

مغایرت عنوان کتاب با توضیحات و تصویر جلد
عدم رعایت حقوق نشر طبق قوانین جمهوری اسلامی ایران
محتوای مستهجن
توهین به قومیتها و محتوای نژادپرستی
توهین به اقیلیتهای مذهبی
اهانت به مقامات سیاسی و مذهبی
اشاعه ی کودک آزاری
سایر موارد

بستن

فرمت کتاب

ebook

زبان

ewe

تاریخ انتشار

2005

نویسنده

Douglas Martin

ناشر

Springerverlag New York

شابک

9780387275864

20,000 تومان

خرید کتاب مطالعه نمونه درخواست ترجمه کتاب

خرید کتاب Introduction to Modern Portfolio Optimization with Nuopt and Splus

Introduction to Modern Portfolio Optimization with Nuopt and Splus

گزارش تخلف

فرمت کتاب

ebook

زبان

ewe

تاریخ انتشار

2005

نویسنده

ناشر

شابک

کتاب های مرتبط

Combinatorial Methods with Computer Applications

Bad Data Handbook

Using Microcomputers in Research

Computer-Assisted Interviewing

Processing Data

Generating Natural Language Under Pragmatic Constraints

Structured Matrices and Polynomials

A History of Computing Technology

Automated Taxon Identification in Systematics

Parallel Algorithms for Matrix Computations

Virtual futures for design, construction & procurement

Virtual Futures For Design, Construction And Procurement

Information Visualization

Information Visualization

Getting Started with Stata for Unix

Rhythm and Transforms

Computers in Applied Linguistics

Ideals, Varieties, and Algorithms

Games for health 2014 proceedings of the 4th Conference on Gaming and Playful Interaction in Healthcare

3D-Bildsegmentierung mittels statistischer Formmodelle Korrespondenzfindung, Modellierung, Segmentierung und ihre wechselseitigen Abhängigkeiten

Multilevel business processes : modeling and data analysis

دیدگاه کاربران