| 书目名称 | Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™ | | 编辑 | Bernd Scherer,R. Douglas Martin | | 视频video | | | 概述 | A comprehensive treatment of modern portfolio optimization using the powerful NUOPT for S-PLUS optimizer.Includes supplementary material: | | 图书封面 |  | | 描述 | .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, and this trend will only accelerate in the coming years. Unfortunately there is a large gap between the limited treatment of portfolio construction methods that are presented in most university courses with relatively little hands-on experience and limited computing tools, and the rich and varied aspects of portfolio construction that are used in practice in the finance industry. Current practice demands the use of modern methods of portfolio construction that go well beyond the classical Markowitz mean-variance optimality theory and require the use of powerful scalable numerical optimization methods. This book fills the gap between current university instruction and current industry practice by providing a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods. The computational aspect of the book is based on extensive use of S-Plus®, the S+NuOPT™ optimization module, the S-Plus Ro | | 出版日期 | Book 2005 | | 关键词 | Investment; Investmentmanagement; Portfolio; Portfolio Optimization; Portfolio Theory; Resampling; STATIST | | 版次 | 1 | | doi | https://doi.org/10.1007/978-0-387-27586-4 | | isbn_softcover | 978-1-4419-1934-2 | | isbn_ebook | 978-0-387-27586-4 | | copyright | Springer-Verlag New York 2005 |
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书目名称Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™影响因子(影响力)学科排名
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书目名称Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™网络公开度学科排名
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发表于 2025-3-21 19:50:14
