Related Books
Language: en
Pages: 23
Pages: 23
Type: BOOK - Published: 2005 - Publisher:
Language: en
Pages: 329
Pages: 329
Type: BOOK - Published: 2014-03-17 - Publisher: Springer
This monograph presents a comprehensive study of portfolio optimization, an important area of quantitative finance. Considering that the information available i
Language: en
Pages: 456
Pages: 456
Type: BOOK - Published: 2013 - Publisher:
Due to the complexity and uncertainty in real world portfolio management, investors might be reluctant and sometimes unable to provide precise judgements regard
Language: en
Pages: 136
Pages: 136
Type: BOOK - Published: 2011-04 - Publisher: LAP Lambert Academic Publishing
The present study examines how downside risk measures perform in an investment management context compared to variance or standard deviation. To our knowledge,
Language: en
Pages: 170
Pages: 170
Type: BOOK - Published: 2008-09-20 - Publisher: Springer Science & Business Media
Most of the existing portfolio selection models are based on the probability theory. Though they often deal with the uncertainty via probabilistic - proaches, w