Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+BayesTM
Download or Read eBook Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+BayesTM PDF written by Bernd Scherer and published by Springer Science & Business Media. This book was released on 2007-09-05 with total page 422 pages. Available in PDF, EPUB and Kindle.
| Author | : Bernd Scherer |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 422 |
| Release | : 2007-09-05 |
| ISBN-10 | : 9780387275864 |
| ISBN-13 | : 038727586X |
| Rating | : 4/5 (64 Downloads) |
Book Synopsis Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+BayesTM by : Bernd Scherer
Book excerpt: In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ingredient in risk management. This trend will only accelerate in the coming years. This practical handbook fills the gap between current university instruction and current industry practice. It provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods using the powerful NUOPT for S-PLUS optimizer.
