Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information (International Series in Operations Research and Management Science, Volume 47) Год выпуска: 0Автор: Nikolai DokuchaevИздательство: Страниц: 0ISBN: 079237648XОписание 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...
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Julia Здравствуйте, хочу сообщить, что курсовую проверили и ни каких исправлений или дополнений не было. Спасибо большое.
