Editors:
- Includes supplementary material: sn.pub/extras
Part of the book series: SpringerBriefs in Electrical and Computer Engineering (BRIEFSELECTRIC)
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Table of contents (4 chapters)
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Front Matter
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Back Matter
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
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, Department IRO, University of Montreal, Montreal, Canada
Nicolas Chapados
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