Overview
This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study. It cuts through many strands of the subject, presenting not only the classical results from financial economics but also approaches originating from information theory, machine learning and operations research. This compact treatment of the topic will be valuable to students entering the field, as well as practitioners looking for a broad coverage of the topic.
Full Product Details
Author: Nicolas Chapados
Publisher: Springer-Verlag New York Inc.
Imprint: Springer-Verlag New York Inc.
Edition: 2011 ed.
Volume: 3
Dimensions:
Width: 15.50cm
, Height: 0.50cm
, Length: 23.50cm
Weight: 0.454kg
ISBN: 9781461405764
ISBN 10: 1461405769
Pages: 96
Publication Date: 12 July 2011
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Paperback
Publisher's Status: Active
Availability: In Print
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Reviews
From the reviews: “This book provides a reader with a compact treatment of a quite wide spectrum of portfolio choice problems. The author aims to review the main classical results concerning optimal portfolio construction … . The book is very concise but written in a clear, accessible way. It can serve as a useful source for students and academics entering the field, as well as practitioners looking for a broad coverage of the topic.” (Malgorzata Doman, Zentralblatt MATH, Vol. 1232, 2012)
From the reviews: This book provides a reader with a compact treatment of a quite wide spectrum of portfolio choice problems. The author aims to review the main classical results concerning optimal portfolio construction ... . The book is very concise but written in a clear, accessible way. It can serve as a useful source for students and academics entering the field, as well as practitioners looking for a broad coverage of the topic. (Malgorzata Doman, Zentralblatt MATH, Vol. 1232, 2012)
From the reviews: This book provides a reader with a compact treatment of a quite wide spectrum of portfolio choice problems. The author aims to review the main classical results concerning optimal portfolio construction ... . The book is very concise but written in a clear, accessible way. It can serve as a useful source for students and academics entering the field, as well as practitioners looking for a broad coverage of the topic. (Malgorzata Doman, Zentralblatt MATH, Vol. 1232, 2012)
