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Published by World Scientific Publishing Comp, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Published by Kluwer Academic Publishers, 2002
ISBN 10: 079237648X ISBN 13: 9780792376484
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Hardcover. Condition: As New. Dynamic Portfolio 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 (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.
Language: English
Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Language: English
Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Language: English
Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Language: English
Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Language: English
Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Language: English
Published by World Scientific Publishing Co Pte Ltd, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Language: English
Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Language: English
Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Published by World Scientific Publishing Co Pte Ltd, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Language: English
Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Language: English
Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Language: English
Published by World Scientific Publishing Company 6/26/2015, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Hardback or Cased Book. Condition: New. Probability Theory: A Complete One-Semester Course. Book.
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Published by Taylor & Francis Ltd, 2020
ISBN 10: 0367731215 ISBN 13: 9780367731212
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Language: English
Published by World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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