Portfolio Choice Problems: An Introductory Survey of Single and Multiperiod Models

✍ Scribed by Nicolas Chapados (auth.), Nicolas Chapados (eds.)

Publisher: Springer-Verlag New York
Year: 2011
Tongue: English
Leaves: 109
Series: SpringerBriefs in Electrical and Computer Engineering 3
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study. It cuts through many strands of the subject, presenting not only the classical results from financial economics but also approaches originating from information theory, machine learning and operations research. This compact treatment of the topic will be valuable to students entering the field, as well as practitioners looking for a broad coverage of the topic.

✦ Table of Contents

Front Matter....Pages i-xi
Introduction....Pages 1-6
Single-Period Problems....Pages 7-36
Multiperiod Problems....Pages 37-59
Direct and Alternative Methods for Portfolio Choice....Pages 61-70
Back Matter....Pages 71-96

✦ Subjects

Probability and Statistics in Computer Science; Statistics for Business/Economics/Mathematical Finance/Insurance; Probability Theory and Stochastic Processes

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