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Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information - Couverture rigide
Synopsis
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 mathematics 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.
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- ÉditeurSpringer
- Date d'édition2002
- ISBN 10 079237648X
- ISBN 13 9780792376484
- ReliureRelié
- Langueanglais
- Nombre de pages201
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Dynamic portfolio strategies
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Kluwer Academic Publishers, 2002
ISBN 10 : 079237648X
ISBN 13 : 9780792376484
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Couverture rigide
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Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information
Edité par
Springer US, Springer US Jan 2002, 2002
ISBN 10 : 079237648X
ISBN 13 : 9780792376484
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 mathematics 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. 228 pp. Englisch. N° de réf. du vendeur 9780792376484
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Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information (International Series in Operations Research and Management Science, Volume 47)
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Springer, 2002
ISBN 10 : 079237648X
ISBN 13 : 9780792376484
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Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information (International Series in Operations Research and Management Science, Volume 47)
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Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information : Quantitative Methods and Empirical Rules for Incomplete Information
Edité par
Springer US, Springer US, 2002
ISBN 10 : 079237648X
ISBN 13 : 9780792376484
Neuf
Couverture rigide
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Buch. Etat : 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 mathematics 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. N° de réf. du vendeur 9780792376484
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Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information: Quantitative Methods and Empirical Rules for Incomplete Information
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Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information (International Series in Operations Research and Management Science, Volume 47)
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Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information (International Series in Operations Research and Management Science, Volume 47)
Edité par
Springer, 2002
ISBN 10 : 079237648X
ISBN 13 : 9780792376484
Ancien ou d'occasion
Couverture rigide
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