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Portfolio Choice Problems

An Introductory Survey of Single and Multiperiod Models

Language EnglishEnglish
Book Paperback
Book Portfolio Choice Problems Nicolas Chapados
Libristo code: 01426788
Publishers Springer, Berlin, November 2010
This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-or... Full description
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58.57 €
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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.

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About the book

Full name Portfolio Choice Problems
Author Nicolas Chapados
Language English
Binding Book - Paperback
Date of issue 2011
Number of pages 96
EAN 9781461405764
ISBN 1461405769
Libristo code 01426788
Publishers Springer, Berlin
Weight 177
Dimensions 155 x 235 x 5

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Computing & Information Technology > Computer science > Mathematical theory of computation > Maths for computer scientists
Mathematics & Science > Mathematics > Probability & statistics
Computing & Information Technology > Business applications > Mathematical & statistical software
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