Scherer, Bernd Michael.
Introduction to modern portfolio optimization with NuOPT and S-PLUS Bernd Scherer, R. Douglas Martin. - xvii, 405 páginas ilustrado 25 cm.
Incluye referencias bibliográficas (p. 393-399) e índice.
Linear and quadratic programming -- General optimization with simple -- Advanced issues in mean-variance optimization -- Resampling and portfolio choice --Scenario optimization: Addressing non-normlity -- Robust statistical methods for portolio construction -- Bayes methods
9780387210162 0387210164 = Introduction to modern portfolio optimization with NuOPT and S-PLUS
Portfolio management--Data processing.
Administración de cartera--Procesamiento de datos
332.645 / SC326i
Introduction to modern portfolio optimization with NuOPT and S-PLUS Bernd Scherer, R. Douglas Martin. - xvii, 405 páginas ilustrado 25 cm.
Incluye referencias bibliográficas (p. 393-399) e índice.
Linear and quadratic programming -- General optimization with simple -- Advanced issues in mean-variance optimization -- Resampling and portfolio choice --Scenario optimization: Addressing non-normlity -- Robust statistical methods for portolio construction -- Bayes methods
9780387210162 0387210164 = Introduction to modern portfolio optimization with NuOPT and S-PLUS
Portfolio management--Data processing.
Administración de cartera--Procesamiento de datos
332.645 / SC326i