Cena: |
Želi ovaj predmet: | 2 |
Stanje: | Nekorišćen |
Garancija: | Ne |
Isporuka: | Pošta Lično preuzimanje |
Plaćanje: | Tekući račun (pre slanja) Lično |
Grad: |
Beograd-Mladenovac, Beograd-Mladenovac |
Godina izdanja: 2005
ISBN: 978-0-387-27586-4
Oblast: Aplikacije i softver
Jezik: Engleski
Autor: Strani
Modern Portfolio Optimization with NuOPT™ , S-PLUS® , and S+Bayes™
A comprehensive treatment of modern portfolio optimization using the powerful NUOPT for S-PLUS optimizer
Bernd Scherer, R. Douglas Martin
Springer 2005 405 strana
odlična očuvanost
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. This trend will only accelerate in the coming years. This practical handbook fills the gap between current university instruction and current industry practice. It provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods using the powerful NUOPT for S-PLUS optimizer.