Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information : Quantitative Methods and Empirical Rules for ... Operations Research & Management Science, 47) - Tapa dura

Libro 37 de 323: International Series in Operations Research & Management Science

Dokuchaev, Nikolai

 
9780792376484: Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information : Quantitative Methods and Empirical Rules for ... Operations Research & Management Science, 47)
Tapa dura
ISBN 10: 079237648X ISBN 13: 9780792376484
Editorial: Springer, 2002

Sinopsis

Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models. It is addressed to academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also to practitioners in risk management and quantitative analysis who are interested in new strategies and methods of stochastic analysis.

While there are many works devoted to the solution of optimal investment problems for various models, the focus of this book is on analytical strategies based on "technical analysis" which are model-free. The technical analysis of these strategies has a number of characteristics. Two of the more important characteristics are: (1) they require only historical data, and (2) typically they are more widely used by traders than analysis based on stochastic models. Hence it is the objective of this book to reduce the gap between model-free strategies and strategies that are "optimal" for stochastic models. We hope that researchers, students and practitioners will be interested in some of the new empirically based methods of "technical analysis" strategies suggested in this book and evaluated via stochastic market models.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models. It is addressed to academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also to practitioners in risk management and quantitative analysis who are interested in new strategies and methods of stochastic analysis.

While there are many works devoted to the solution of optimal investment problems for various models, the focus of this book is on analytical strategies based on "technical analysis" which are model-free. The technical analysis of these strategies has a number of characteristics. Two of the more important characteristics are: (1) they require only historical data, and (2) typically they are more widely used by traders than analysis based on stochastic models. Hence it is the objective of this book to reduce the gap between model-free strategies and strategies that are "optimal" for stochastic models. We hope that researchers, students and practitioners will be interested in some of the new empirically based methods of "technical analysis" strategies suggested in this book and evaluated via stochastic market models.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2002
Idioma
Inglés
ISBN 10 
079237648X
ISBN 13 
9780792376484
Encuadernación
Tapa dura
Número de páginas
230
Contacto del fabricante
ProductSafety@springernature.com
ProductSafety@springernature.com

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Darmstadt
64293
Alemania

Otras ediciones populares con el mismo título

9781461353058: Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information: Quantitative Methods and Empirical Rules for ... in Operations Research & Management Science)

Edición Destacada

ISBN 10:  146135305X ISBN 13:  9781461353058
Editorial: Springer, 2012
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