Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information: Quantitative Methods and Empirical Rules for Incomplete Information
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 opt...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer US
2002
|
| Ausgabe: | 1st ed. 2002 |
| Schriftenreihe: | International Series in Operations Research & Management Science
47 |
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | 1 Online-Ressource (XXVI, 201 p) |
| ISBN: | 9781461509219 |
| DOI: | 10.1007/978-1-4615-0921-9 |
Internformat
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| dewey-hundreds | 600 - Technology (Applied sciences) |
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| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-1-4615-0921-9 |
| edition | 1st ed. 2002 |
| format | Electronic eBook |
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| id | DE-604.BV046873991 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:15:40Z |
| indexdate | 2024-07-10T08:56:13Z |
| institution | BVB |
| isbn | 9781461509219 |
| language | English |
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| spelling | Dokuchaev, Nikolai Verfasser aut Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information Quantitative Methods and Empirical Rules for Incomplete Information by Nikolai Dokuchaev 1st ed. 2002 New York, NY Springer US 2002 1 Online-Ressource (XXVI, 201 p) txt rdacontent c rdamedia cr rdacarrier International Series in Operations Research & Management Science 47 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 Operations Research/Decision Theory Finance, general Optimization Operations research Decision making Finance Mathematical optimization Erscheint auch als Druck-Ausgabe 9781461353058 Erscheint auch als Druck-Ausgabe 9780792376484 Erscheint auch als Druck-Ausgabe 9781461509226 https://doi.org/10.1007/978-1-4615-0921-9 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Dokuchaev, Nikolai Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information Quantitative Methods and Empirical Rules for Incomplete Information Operations Research/Decision Theory Finance, general Optimization Operations research Decision making Finance Mathematical optimization |
| title | Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information Quantitative Methods and Empirical Rules for Incomplete Information |
| title_auth | Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information Quantitative Methods and Empirical Rules for Incomplete Information |
| title_exact_search | Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information Quantitative Methods and Empirical Rules for Incomplete Information |
| title_exact_search_txtP | Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information Quantitative Methods and Empirical Rules for Incomplete Information |
| title_full | Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information Quantitative Methods and Empirical Rules for Incomplete Information by Nikolai Dokuchaev |
| title_fullStr | Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information Quantitative Methods and Empirical Rules for Incomplete Information by Nikolai Dokuchaev |
| title_full_unstemmed | Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information Quantitative Methods and Empirical Rules for Incomplete Information by Nikolai Dokuchaev |
| title_short | Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information |
| title_sort | dynamic portfolio strategies quantitative methods and empirical rules for incomplete information quantitative methods and empirical rules for incomplete information |
| title_sub | Quantitative Methods and Empirical Rules for Incomplete Information |
| topic | Operations Research/Decision Theory Finance, general Optimization Operations research Decision making Finance Mathematical optimization |
| topic_facet | Operations Research/Decision Theory Finance, general Optimization Operations research Decision making Finance Mathematical optimization |
| url | https://doi.org/10.1007/978-1-4615-0921-9 |
| work_keys_str_mv | AT dokuchaevnikolai dynamicportfoliostrategiesquantitativemethodsandempiricalrulesforincompleteinformationquantitativemethodsandempiricalrulesforincompleteinformation |