Scalar and Vector Risk in the General Framework of Portfolio Theory
portes grátis
Scalar and Vector Risk in the General Framework of Portfolio Theory
A Convex Analysis Approach
Zhu, Qiji Jim; Judice, Pedro; Maier-Paape, Stanislaus; Platen, Andreas
Springer International Publishing AG
09/2024
228
Mole
9783031333231
15 a 20 dias
Descrição não disponível.
Preface.- Introduction.- Efficient Portfolios for Scalar Risk Functions.- Efficient Portfolios for Vector Risk Functions.- Application Examples.- Conclusion.- Appendix A Convex Programming Problems.- References.- Index.
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General framework of portfolio theory;Multiple risks;Bank balance sheet problems;Asset allocation;Portfolio optimization;Topological structure of the efficient frontier;Convex programming / duality;Convex analysis application
Preface.- Introduction.- Efficient Portfolios for Scalar Risk Functions.- Efficient Portfolios for Vector Risk Functions.- Application Examples.- Conclusion.- Appendix A Convex Programming Problems.- References.- Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
