Portfolio Choice Problems [electronic resource] : An Introductory Survey of Single and Multiperiod Models /
Chapados, Nicolas.author.
This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study. It cuts through many strands of the subject, presenting not only the classical results from financial economics but also approaches originating from information theory, machine learning and operations research. This compact treatment of the topic will be valuable to students entering the field, as well as practitioners looking for a broad coverage of the topic.
Description based upon print version of record.
Portfolio Choice Problems; Preface; Contents; List of Figures; Chapter 1 Introduction; Chapter 2 Single-Period Problems; Chapter 3 Multiperiod Problems; Chapter 4 Direct and Alternative Methods for Portfolio Choice; Appendix A Mathematical Complements; Glossary; References; Author Index; Subject Index
Includes bibliographical references and index.
This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study. It cuts through many strands of the subject, presenting not only the classical results from financial economics but also approaches originating from information theory, machine learning and operations research. This compact treatment of the topic will be valuable to students entering the field, as well as practitioners looking for a broad coverage of the topic.
Mathematical statistics.
Statistics .
Probabilities.
Probability and Statistics in Computer Science.
Statistics for Business, Management, Economics, Finance, Insurance.
Probability Theory and Stochastic Processes.
SpringerBriefs in Electrical and Computer Engineering