Performance Bounds and Suboptimal Policies for Multi-Period Investment (Bog, Paperback / softback, Engelsk)

Performance Bounds and Suboptimal Policies for Multi-Period Investment (Bog, Paperback / softback, Engelsk)


Forlag: now publishers Inc

  • Type: Bog
  • Format: Paperback / softback
  • Sprog: Engelsk Sprog: Engelsk
  • ISBN-13: 9781601986726
  • Udgivelsesdato: 01-01-2014
  • Første udgivelsesår: 2014
  • Serie: Foundations and Trends® in Optimization
  • Originalsprog: United States
  • Sideantal: 94
  • Indbinding: Paperback / softback
  • Forlag: now publishers Inc
  • Sideoplysninger: 94 pages
  • Mål: 234 x 156 x 5

Når du handler på WilliamDam.dk, betaler du den pris du ser.

  • Ingen gebyrer
  • Ingen abonnementer
  • Ingen bindingsperioder

Alle Kategorier som dette produkt er en del af

  = Emner / kategorier
  = Sektioner / guides
  = Specialsider
  = Kampagner

Beskrivelse

Examines dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying distribution of asset returns. The goal is to maximize the total expected revenue from the portfolio, while respecting constraints on the portfolio like a required terminal portfolio and leverage and risk limits.

Læsernes anmeldelser (0)