Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Check order status

Become part of a community of book lovers from all over the world and get access to a whole bunch of benefits. Create an account for free

Free delivery for purchases over 19 990 Ft

DPD point 990 Ft DPD courier 1 190 Ft GLS point 1 190 Ft Hungarian Post 1 795 Ft Hungarian Post 1 690 Ft Hungarian Post 1 690 Ft FoxPost 1 190 Ft Packeta point 1 190 Ft GLS courier 1 690 Ft

Contact

How to shop

Help

My account

▸ Empty :-(

Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Books in English > Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities > Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information

Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information

Name: Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information
Brand: Springer
SKU: 01397177
Price: 40659 HUF
Availability: InStock
Author: Nikolai Dokuchaev
ISBN: 9780792376484

Quantitative Methods and Empirical Rules for Incomplete Information

Nikolai Dokuchaev

Language

English

Book Hardback

Libristo code: 01397177

Publishers Springer, January 2002

Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information in... Full description

Libristo code: 01397177

271 b

40 659 Ft

In stock at our supplier Shipping in 10-13 days

Up to 30 days for returns

Customers also purchased

My Dog David Litchfield

Paperback

3 196 Ft

Zur OEkonomik Von Sport, Entertainment Und Medien Justus Haucap

Hardback

55 044 Ft

Spanish Novels: Elektra (Spanish Novels for High Advanced Learners C2) Paco Ardit

Paperback

6 184 Ft

Manual for Night-Time Emergencies for Pediatric Hematology-Oncology Fellows Jessica Benjamin-Eze

Paperback

28 453 Ft

Nagy egészségkönyvem Szeghy Karolina

Hardback

5 163 Ft

Mémento 100% visuel - Le Bloc 1 en 130 cartes mentales - IFAS Gaudron

Paperback

6 065 Ft

Peter Habeler Cílem je vrchol Hebeler Peter

Paperback

4 025 Ft

Ein Junge, der auszog das Fürchten zu verlernen Thomás Sarthi

Hardback

10 677 Ft

En Que Piensas? Laurent Moreau

Hardback

6 113 Ft

Leitfaden Stochastik Andreas Eichler

Paperback

11 246 Ft

Los silencios de un amanecer Serrano

Paperback

8 741 Ft

Античные комедии

Hardback

5 734 Ft

I SI AQUI NO ACABA TOT DAUSA

Book

8 229 Ft

Interkulturalit t Im Neuen Deutschen Kino Katrin Niemann

Paperback

17 013 Ft

Das große Märchenbuch Christian Strich

Paperback

5 388 Ft

Jane Austen zum Vergnügen Christian Grawe

Paperback

2 855 Ft

La invención del cuerpo: Arte y erotismo en el mundo clásico Carmen Sánchez Fernández

Paperback

5 691 Ft

Gesammelte Werke von Alexander von Humboldt Alexander von Hauff Humboldt

Paperback

6 984 Ft

Date A Live. Season.02.3, 1 Blu-ray

Blu-ray

23 003 Ft

Hepimiz Biraz Samaniz Ahmet Munis Armagan

Paperback

4 399 Ft

Yeryüzünün Kalbi Özgür Balpinar

Paperback

4 399 Ft

IN THE GIVING, WE RECEIVE KIM OLER Book

binding.

1 757 Ft

La pensee qui prend feu Onfray

Paperback

5 677 Ft

Uber die Erkenntnis der Seele Auguste Gratry

Paperback

7 671 Ft

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.