Overview
- Includes supplementary material: sn.pub/extras
Part of the book series: SpringerBriefs in Electrical and Computer Engineering (BRIEFSELECTRIC)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (4 chapters)
Keywords
About this book
Reviews
From the reviews:
“This book provides a reader with a compact treatment of a quite wide spectrum of portfolio choice problems. The author aims to review the main classical results concerning optimal portfolio construction … . The book is very concise but written in a clear, accessible way. It can serve as a useful source for students and academics entering the field, as well as practitioners looking for a broad coverage of the topic.” (Malgorzata Doman, Zentralblatt MATH, Vol. 1232, 2012)
Editors and Affiliations
Bibliographic Information
Book Title: Portfolio Choice Problems
Book Subtitle: An Introductory Survey of Single and Multiperiod Models
Editors: Nicolas Chapados
Series Title: SpringerBriefs in Electrical and Computer Engineering
DOI: https://doi.org/10.1007/978-1-4614-0577-1
Publisher: Springer New York, NY
eBook Packages: Engineering, Engineering (R0)
Copyright Information: The Author 2011
Softcover ISBN: 978-1-4614-0576-4Published: 12 July 2011
eBook ISBN: 978-1-4614-0577-1Published: 12 July 2011
Series ISSN: 2191-8112
Series E-ISSN: 2191-8120
Edition Number: 1
Number of Pages: X, 96
Number of Illustrations: 8 b/w illustrations
Topics: Probability and Statistics in Computer Science, Statistics for Business, Management, Economics, Finance, Insurance, Probability Theory and Stochastic Processes