| 書目名稱 | Modern Portfolio Optimization with NuOPT?, S-PLUS?, and S+Bayes? | | 編輯 | Bernd Scherer,R. Douglas Martin | | 視頻video | http://file.papertrans.cn/474/473924/473924.mp4 | | 概述 | A comprehensive treatment of modern portfolio optimization using the powerful NUOPT for S-PLUS optimizer.Includes supplementary material: | | 圖書封面 |  | | 描述 | .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. Unfortunately there is a large gap between the limited treatment of portfolio construction methods that are presented in most university courses with relatively little hands-on experience and limited computing tools, and the rich and varied aspects of portfolio construction that are used in practice in the finance industry. Current practice demands the use of modern methods of portfolio construction that go well beyond the classical Markowitz mean-variance optimality theory and require the use of powerful scalable numerical optimization methods. This book fills the gap between current university instruction and current industry practice by providing a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods. The computational aspect of the book is based on extensive use of S-Plus?, the S+NuOPT? optimization module, the S-Plus Ro | | 出版日期 | Book 2005 | | 關鍵詞 | Investment; Investmentmanagement; Portfolio; Portfolio Optimization; Portfolio Theory; Resampling; STATIST | | 版次 | 1 | | doi | https://doi.org/10.1007/978-0-387-27586-4 | | isbn_softcover | 978-1-4419-1934-2 | | isbn_ebook | 978-0-387-27586-4 | | copyright | Springer-Verlag New York 2005 |
The information of publication is updating
書目名稱Modern Portfolio Optimization with NuOPT?, S-PLUS?, and S+Bayes?影響因子(影響力)
書目名稱Modern Portfolio Optimization with NuOPT?, S-PLUS?, and S+Bayes?影響因子(影響力)學科排名
書目名稱Modern Portfolio Optimization with NuOPT?, S-PLUS?, and S+Bayes?網(wǎng)絡公開度
書目名稱Modern Portfolio Optimization with NuOPT?, S-PLUS?, and S+Bayes?網(wǎng)絡公開度學科排名
書目名稱Modern Portfolio Optimization with NuOPT?, S-PLUS?, and S+Bayes?被引頻次
書目名稱Modern Portfolio Optimization with NuOPT?, S-PLUS?, and S+Bayes?被引頻次學科排名
書目名稱Modern Portfolio Optimization with NuOPT?, S-PLUS?, and S+Bayes?年度引用
書目名稱Modern Portfolio Optimization with NuOPT?, S-PLUS?, and S+Bayes?年度引用學科排名
書目名稱Modern Portfolio Optimization with NuOPT?, S-PLUS?, and S+Bayes?讀者反饋
書目名稱Modern Portfolio Optimization with NuOPT?, S-PLUS?, and S+Bayes?讀者反饋學科排名
|
|
|
|Archiver|手機版|小黑屋|
派博傳思國際
( 京公網(wǎng)安備110108008328)
GMT+8, 2026-2-8 16:05
發(fā)表于 2025-3-21 19:50:14
