Portfolio choice problems. An introductory survey of single and multiperiod models.
DOI10.1007/978-1-4614-0577-1zbMATH Open1232.91001OpenAlexW2495247547MaRDI QIDQ5198510FDOQ5198510
Authors: Nicolas Chapados 
Publication date: 8 August 2011
Full work available at URL: https://doi.org/10.1007/978-1-4614-0577-1
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portfolio choiceportfolio optimizationstochastic programmingrisk measureforecasting modelsmultiperiod models
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10) Mathematical economics (91B99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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- Portfolio selection and asset pricing
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- 60 years of portfolio optimization: practical challenges and current trends
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