Stochastic Programming Models For Dedicated Portfolio Selection PDF Download
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Author | : Jeremy F. Shapiro |
Publisher | : |
Total Pages | : 72 |
Release | : 1986 |
Genre | : |
ISBN | : |
Download Stochastic Programming Models for Dedicated Portfolio Selection Book in PDF, ePub and Kindle
Author | : R. J. Peters |
Publisher | : |
Total Pages | : 62 |
Release | : 1979 |
Genre | : Investments |
ISBN | : |
Download Stochastic Programming in Portfolio Selection Book in PDF, ePub and Kindle
Author | : Alexander Shapiro |
Publisher | : SIAM |
Total Pages | : 447 |
Release | : 2009-01-01 |
Genre | : Mathematics |
ISBN | : 0898718759 |
Download Lectures on Stochastic Programming Book in PDF, ePub and Kindle
Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.
Author | : William T. Ziemba |
Publisher | : World Scientific |
Total Pages | : 756 |
Release | : 2006 |
Genre | : Business & Economics |
ISBN | : 981256800X |
Download Stochastic Optimization Models in Finance Book in PDF, ePub and Kindle
A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems.Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever.
Author | : Harvey J. Greenberg |
Publisher | : Springer Science & Business Media |
Total Pages | : 740 |
Release | : 2012-12-06 |
Genre | : Computers |
ISBN | : 3642835554 |
Download Mathematical Models for Decision Support Book in PDF, ePub and Kindle
It is quite an onerous task to edit the proceedings of a two week long institute with learned contributors from many parts of the world. All the same, the editorial team has found the process of refereeing and reviewing the contributions worthwhile and completing the volume has proven to be a satisfying task. In setting up the institute we had considered models and methods taken from a number of different disciplines. As a result the whole institute - preparing for it, attending it and editing the proceedings - proved to be an intense learning experience for us. Here I speak on behalf of the committee and the editorial team. By the time the institute took place, the papers were delivered and the delegates exchanged their views, the structure of the topics covered and their relative positioning appeared in a different light. In editing the volume I felt compelled to introduce a new structure in grouping the papers. The contents of this volume are organised in eight main sections set out below: 1 . Abstracts. 2. Review Paper. 3. Models with Multiple Criteria and Single or Multiple Decision Makers. 4. Use of Optimisation Models as Decision Support Tools. 5. Role of Information Systems in Decision Making: Database and Model Management Issues. 6. Methods of Artificial Intelligence in Decision Making: Intelligent Knowledge Based Systems. 7. Representation of Uncertainty in Mathematical Models and Knowledge Based Systems. 8. Mathematical Basis for Constructing Models and Model Validation.
Author | : Hatem Masri |
Publisher | : Springer |
Total Pages | : 246 |
Release | : 2018-01-17 |
Genre | : Business & Economics |
ISBN | : 3319688766 |
Download Financial Decision Aid Using Multiple Criteria Book in PDF, ePub and Kindle
This volume highlights recent applications of multiple-criteria decision-making (MCDM) models in the field of finance. Covering a wide range of MCDM approaches, including multiobjective optimization, goal programming, value-based models, outranking techniques, and fuzzy models, it provides researchers and practitioners with a set of MCDM methodologies and empirical results in areas such as portfolio management, investment appraisal, banking, and corporate finance, among others. The book addresses issues related to problem structuring and modeling, solution techniques, comparative analyses, as well as combinations of MCDM models with other analytical methodologies.
Author | : Stavros A. Zenios |
Publisher | : Elsevier |
Total Pages | : 509 |
Release | : 2006-07-17 |
Genre | : Business & Economics |
ISBN | : 0080478204 |
Download Handbook of Asset and Liability Management Book in PDF, ePub and Kindle
This first volume of the Handbook of Asset and Liability Management presents the theories and methods supporting models that align a firm's operations and tactics with its uncertain environment. Detailing the symbiosis between optimization tools and financial decision-making, its original articles cover term and volatility structures, interest rates, risk-return analysis, dynamic asset allocation strategies in discrete and continuous time, the use of stochastic programming models, bond portfolio management, and the Kelly capital growth theory and practice. They effectively set the scene for Volume Two by showing how the management of risky assets and uncertain liabilities within an integrated, coherent framework remains the core problem for both financial institutions and other business enterprises as well. *Each volume presents an accurate survey of a sub-field of finance*Fills a substantial gap in this field*Broad in scope
Author | : András Prékopa |
Publisher | : |
Total Pages | : 346 |
Release | : 1995 |
Genre | : |
ISBN | : |
Download Stochastic Programming Book in PDF, ePub and Kindle
Author | : Ann Van Ackere |
Publisher | : Routledge |
Total Pages | : 484 |
Release | : 2017-11-01 |
Genre | : Social Science |
ISBN | : 135174626X |
Download Decision Science Book in PDF, ePub and Kindle
This title was first published in 2000. This text is part of the "International Library of Management", which aims to present a comprehensive core reference series comprised of significant and influencial articles by the authorities in the management studies field. The collection of essays is both international and interdisciplinary in scope and aims to provide an entry point for investigating the myriad of study within the discipline.
Author | : |
Publisher | : |
Total Pages | : 348 |
Release | : 1995 |
Genre | : Stochastic programming |
ISBN | : |
Download Stochastic Programming Book in PDF, ePub and Kindle