This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models ...
Weiterlesen1 The tools of modern portfolio theory are in general use in the equity markets, either in the form of portfolio optimization ...
WeiterlesenThe focus of this book is the development of computational methods and analytical models in financial engineering that rely ...
WeiterlesenThis is the first monograph on fuzzy portfolio optimization. By using fuzzy mathematical approaches, quantitative analysis, ...
WeiterlesenLinear Programming: Foundations and Extensions is an introduction to the field of optimization. The book emphasizes constrained ...
WeiterlesenThis book fills the gap between current university instruction and current industry practice by providing a comprehensive ...
WeiterlesenThe present book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio ...
WeiterlesenPortfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations ...
WeiterlesenThis encyclopedic, self-contained, detailed exposition spans all the steps of one-period allocation from the basics to the ...
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