9780792376484 - dynamic portfolio strategies: quantitative methods and empirical rules for incomplete information: quantitative methods and empirical rules for ... research & management science, 47, band 47) von dokuchaev, nikolai (3 Ergebnisse)
Sprache: Englisch
Verlag: Springer, 2002
Serie: International Series in Operations Research & Management Science, Buch 37 von 323. Buch 37 von 323 - International Series in Operations Research & Management Science
- Hardcover
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes KönigreichRia Christie Collections
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 116,82
EUR 14,02 VersandVersand von Vereinigtes Königreich nach USAAnzahl: Mehr als 20 verfügbar
Zustand: New. In.
Sprache: Englisch
Verlag: Kluwer Academic Publishers, 2002
Serie: International Series in Operations Research & Management Science, Buch 37 von 323. Buch 37 von 323 - International Series in Operations Research & Management Science
- Hardcover
Anbieter: Kennys Bookstore, Olney, MD, USAKennys Bookstore
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 164,34
EUR 9,18 VersandVersand innerhalb von USAAnzahl: 15 verfügbar
Zustand: New. Investigates optimal investment problems for stochastic financial market models. This work is intended for academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also for practitioners in risk management and quantitative analysis. Series: Internationa…l Series in Operations Research & Management Science. Num Pages: 201 pages, biography. BIC Classification: KJ; PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 235 x 155 x 19. Weight in Grams: 508. . 2002. Hardback. . . . . Books ship from the US and Ireland.
Sprache: Englisch
Verlag: Springer, Springer, 2002
Serie: International Series in Operations Research & Management Science, Buch 37 von 323. Buch 37 von 323 - International Series in Operations Research & Management Science
- Hardcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 114,36
EUR 62,56 VersandVersand von Deutschland nach USAAnzahl: 1 verfügbar
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models. It is addressed to academics and students who are interested in the mathematic…s of finance, stochastic processes, and optimal control, and also to practitioners in risk management and quantitative analysis who are interested in new strategies and methods of stochastic analysis. While there are many works devoted to the solution of optimal investment problems for various models, the focus of this book is on analytical strategies based on 'technical analysis' which are model-free. The technical analysis of these strategies has a number of characteristics. Two of the more important characteristics are: (1) they require only historical data, and (2) typically they are more widely used by traders than analysis based on stochastic models. Hence it is the objective of this book to reduce the gap between model-free strategies and strategies that are 'optimal' for stochastic models. We hope that researchers, students and practitioners will be interested in some of the new empirically based methods of 'technical analysis' strategies suggested in this book and evaluated via stochastic market models.
