| 书目名称 | Optimal Financial Decision Making under Uncertainty | | 编辑 | Giorgio Consigli,Daniel Kuhn,Paolo Brandimarte | | 视频video | | | 概述 | First collection of state-of-the-art financial optimization theoretical research.Excellent springboard for all future research.Editors and contributors are leaders in the field | | 丛书名称 | International Series in Operations Research & Management Science | | 图书封面 |  | | 描述 | The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly in recent years, financial management problems such as strategic asset allocation, asset-liability management, as well as asset pricing problems, have been presented in the literature adopting formulation and solution approaches rooted in stochastic programming, robust optimization, stochastic dynamic programming (including approximate SDP) methods, as well as policy rule optimization, heuristic approaches and others. The aim of the volume is to facilitate the comprehension of the modeling and methodological potentials of those methods, thus their common assumptions and peculiarities, relying on similar financial problems. The volume will address different valuation problems common in finance related to: asset pricing, optimal portfolio management, risk measurement, risk control and asset-liability management..The volume features chapters of theoretical and practical relevance clarify | | 出版日期 | Book 2017 | | 关键词 | Asset Pricing; Financial Decision Making; Financial Uncertainty; Operations Research; Optimization; Valua | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-41613-7 | | isbn_softcover | 978-3-319-82396-6 | | isbn_ebook | 978-3-319-41613-7Series ISSN 0884-8289 Series E-ISSN 2214-7934 | | issn_series | 0884-8289 | | copyright | Springer International Publishing Switzerland 2017 |
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发表于 2025-3-21 19:30:20
