für 61.20€ kaufen ··· 9783844314151 ··· 10361114279 ··· Portfolio selection is an important research topic in the field of finance, but typically, existing portfolio models cover a single investment period and are static, while real-world investors operate dynamically over multiple periods. So multi-period portfolio selection models have been studied widely in recent years. This book mainly discusses the efficient frontier of the mean-VaR model for multi-period portfolio selection, and the algorithm and model for multi-period portfolio selection including uncertainty. Its main contents are as follows: firstly, effective solutions are given for the mean-VaR model for multi-period portfolio selection, and the efficient frontier problem is discussed. We then introduce credibility safety standards-based multi-period portfolio selection and fuzzy entropy-based multi-period portfolio selection models. We also present an empirical study for the two types of model. Hersteller: LAP Lambert Academic Publishing Marke: LAP Lambert Academic Publishing EAN: 9783844314151 Kat: Hardcover/Sozialwissenschaften, Recht, Wirtschaft/Wirtschaft/Internationale Wirtschaft Lieferzeit: Sofort lieferbar Versandkosten: Ab 20¤ Versandkostenfrei in Deutschland Icon: https://www.inforius-bilder.de/bild/?I=YC%2FBhJqf%2Bn6b6VACur9p0XnYUR8l4OSrSX2wc5uBBus%3D Bild:
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