Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management / W. Brent Lindquist,
This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models ...
اقرأ المزيد
Bond Portfolio Optimization
1 The tools of modern portfolio theory are in general use in the equity markets, either in the form of portfolio optimization ...
اقرأ المزيد
Computational Methods in Financial Engineering
The focus of this book is the development of computational methods and analytical models in financial engineering that rely ...
اقرأ المزيد
Fuzzy Portfolio Optimization
This is the first monograph on fuzzy portfolio optimization. By using fuzzy mathematical approaches, quantitative analysis, ...
اقرأ المزيد
Linear Programming : Foundations and Extensions
Linear Programming: Foundations and Extensions is an introduction to the field of optimization. The book emphasizes constrained ...
اقرأ المزيد
Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™
This book fills the gap between current university instruction and current industry practice by providing a comprehensive ...
اقرأ المزيد
Optimal Risk-Return Trade-Offs of Commercial Banks
The present book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio ...
اقرأ المزيد
Portfolio Management with Heuristic Optimization
Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations ...
اقرأ المزيد
Risk and Asset Allocation
This encyclopedic, self-contained, detailed exposition spans all the steps of one-period allocation from the basics to the ...
اقرأ المزيد
