Modern Portfolio Selection Theory di Fang Liu, Bill Peters edito da LAP Lambert Acad. Publ.
Alta reperibilità

Modern Portfolio Selection Theory

Multi-Period Investment Modelling Handbook

EAN:

9783844314151

ISBN:

3844314156

Pagine:
196
Formato:
Paperback
Lingua:
Tedesco
Acquistabile con la

Descrizione Modern Portfolio Selection Theory

Portfolio selection is an important research topic in the field of finance, but typically, existing portfolio models cover a single investment period and are static, while real-world investors operate dynamically over multiple periods. So multi-period portfolio selection models have been studied widely in recent years. This book mainly discusses the efficient frontier of the mean-VaR model for multi-period portfolio selection, and the algorithm and model for multi-period portfolio selection including uncertainty. Its main contents are as follows: firstly, effective solutions are given for the mean-VaR model for multi-period portfolio selection, and the efficient frontier problem is discussed. We then introduce credibility safety standards-based multi-period portfolio selection and fuzzy entropy-based multi-period portfolio selection models. We also present an empirical study for the two types of model.

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