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Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information: Quantitative Methods and Empirical Rules for Incomplete Information - Couverture souple
- ÉditeurSpringer
- Date d'édition2012
- ISBN 10 146135305X
- ISBN 13 9781461353058
- ReliureBroché
- Langueanglais
- Nombre de pages228
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Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information
impression à la demandeVendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. 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 9781461353058
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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, 2012
ISBN 10 : 146135305X
ISBN 13 : 9781461353058
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. 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 9781461353058
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Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information
impression à la demandeVendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 interest. N° de réf. du vendeur 4193539
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Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information: Quantitative Methods and Empirical Rules for ... in Operations Research & Management Science)
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
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Etat : New. N° de réf. du vendeur ABLIING23Mar2716030032050
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Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information: Quantitative Methods and Empirical Rules for ... in Operations Research & Management Science)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9781461353058_new
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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-Verlag New York Inc., 2012
ISBN 10 : 146135305X
ISBN 13 : 9781461353058
Neuf
Paperback / softback
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Paperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 357. N° de réf. du vendeur C9781461353058
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Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information (International Series in Operations Research & Management Science)
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. 227 pages. 9.25x6.10x0.52 inches. In Stock. N° de réf. du vendeur x-146135305X
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