Name: modern portfolio optimization with nuopt, s-plus(r), and s+bayes
SKU: 25619294
Price: 124.28 EUR
Availability: InStock
Author: Scherer, Bernd ; Martin, R. Douglas
ISBN: 9781441919342

portada modern portfolio optimization with nuopt, s-plus(r), and s+bayes

modern portfolio optimization with nuopt, s-plus(r), and s+bayes

Type

Physical Book

Author

Bernd Scherer

R. Douglas Martin

Publisher

Springer

Year

2010

Language

English

Pages

406

Format

Paperback

Dimensions

23.4x15.6x2.2 cm

Weight

0.60 kg.

ISBN

1441919341

ISBN13

9781441919342

Synopsis "modern portfolio optimization with nuopt, s-plus(r), and s+bayes"

In recent years, portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management while at the same time portfolio risk assessment has become an essential ingredient in risk management, and this trend will only accelerate in the coming years. This book fills the gap between current university instruction and current industry practice by providing a comprehensive treatment of modern portfolio optimization and construction methods illustrated by using the powerful NUOPT for S-PLUS optimizer and the S-PLUS computing environment for financial analytics on a wide variety of examples.

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modern portfolio optimization with nuopt, s-plus(r), and s+bayes - Scherer, Bernd ; Martin, R. Douglas

Synopsis "modern portfolio optimization with nuopt, s-plus(r), and s+bayes"

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