Portfolio Optimization with Different Information Flow

• Author : Caroline Hillairet,Ying Jiao
• Publisher : Elsevier
• Release Date : 2017-02-10
• Total pages : 190
• ISBN : 0081011776

GET BOOK

Summary : Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and progressive, using ...

• Author : Anna Aksamit,Monique Jeanblanc
• Publisher : Springer
• Release Date : 2017-11-18
• Total pages : 150
• ISBN : 0081011776

GET BOOK

Summary : This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random ...

• Author : Bryan Maizlish,Robert Handler
• Publisher : John Wiley & Sons
• Release Date : 2010-10-07
• Total pages : 400
• ISBN : 0081011776

GET BOOK

Summary : Praise for IT Portfolio Management Step-by-Step "Bryan Maizlish and Robert Handler bring their deep experience in IT 'value realization' to one of the most absent of all IT management practices--portfolio management. They capture the essence of universally proven investment practices and apply them to the most difficult of challenges--returning high ...

• Author : Carlos M. Fonseca,Peter J. Fleming,Eckart Zitzler,Kalyanmoy Deb,Lothar Thiele
• Publisher : Springer
• Release Date : 2003-08-03
• Total pages : 820
• ISBN : 0081011776

GET BOOK

Summary : This book constitutes the refereed proceedings of the Second International Conference on Evolutionary Multi-Criterion Optimization, EMO 2003, held in Faro, Portugal, in April 2003. The 56 revised full papers presented were carefully reviewed and selected from a total of 100 submissions. The papers are organized in topical sections on objective handling and problem decomposition, ...

• Author : Robert Nisbet,Gary Miner,Ken Yale
• Publisher : Elsevier
• Release Date : 2017-11-09
• Total pages : 822
• ISBN : 0081011776

GET BOOK

Summary : Handbook of Statistical Analysis and Data Mining Applications, Second Edition, is a comprehensive professional reference book that guides business analysts, scientists, engineers and researchers, both academic and industrial, through all stages of data analysis, model building and implementation. The handbook helps users discern technical and business problems, understand the strengths ...

• Author : Peter Bank,Fabrice Baudoin,Hans Föllmer,L. C. G. Rogers,Halil Mete Soner,Nizar Touzi
• Publisher : Springer
• Release Date : 2003-12-15
• Total pages : 178
• ISBN : 0081011776

GET BOOK

Summary : The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for ...

• Author : Anonim
• Publisher : ScholarlyEditions
• Release Date : 2012-01-09
• Total pages : 151
• ISBN : 0081011776

GET BOOK

Summary : Issues in Information Science: Information Technology, Systems, and Security: 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Information Science—Information Technology, Systems, and Security. The editors have built Issues in Information Science: Information Technology, Systems, and Security: 2011 Edition on the vast information databases of ScholarlyNews.™ ...

• Author : Greg N. Gregoriou
• Publisher : CRC Press
• Release Date : 2009-04-08
• Total pages : 651
• ISBN : 0081011776

GET BOOK

Summary : Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on ...

• Author : Ralf Muller
• Publisher : Routledge
• Release Date : 2017-05-15
• Total pages : 124
• ISBN : 0081011776

GET BOOK

Summary : Without a governance structure, an organization runs the risk of conflicts and inconsistencies between the various means of achieving organizational goals, the processes and resources, causing costly inefficiencies that impact negatively on both smooth running and bottom line profitability. However, the frequency of projects failing to meet these corporate objectives ...

• Author : Maurizio Morisio,Marco Torchiano,Andreas Jedlitschka
• Publisher : Springer Nature
• Release Date : 2020-11-20
• Total pages : 462
• ISBN : 0081011776

GET BOOK

Summary : This book constitutes the refereed proceedings of the 21st International Conference on Product-Focused Software Process Improvement, PROFES 2020, held in Turin, Italy, in November 2020. Due to COVID-19 pandemic the conference was held virtually. The 19 revised full papers and 3 short papers presented were carefully reviewed and selected from 68 submissions. The papers cover ...

• Author : Huyên Pham
• Publisher : Springer Science & Business Media
• Release Date : 2009-05-28
• Total pages : 232
• ISBN : 0081011776

GET BOOK

Summary : Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment of stochastic optimization problems applied to finance by ...

• Author : Vijayan Sugumaran,Arun Kumar Sangaiah,Arunkumar Thangavelu
• Publisher : CRC Press
• Release Date : 2017-06-26
• Total pages : 362
• ISBN : 0081011776

GET BOOK

Summary : There are a number of books on computational intelligence (CI), but they tend to cover a broad range of CI paradigms and algorithms rather than provide an in-depth exploration in learning and adaptive mechanisms. This book sets its focus on CI based architectures, modeling, case studies and applications in big ...

• Author : Ray, Jhuma,Mukherjee, Anirban,Dey, Sadhan Kumar,Klepac, Goran
• Publisher : IGI Global
• Release Date : 2019-06-22
• Total pages : 263
• ISBN : 0081011776

GET BOOK

Summary : Control of an impartial balance between risks and returns has become important for investors, and having a combination of financial instruments within a portfolio is an advantage. Portfolio management has thus become very important for reaching a resolution in high-risk investment opportunities and addressing the risk-reward tradeoff by maximizing returns ...

• Author : H. Kent Baker,Halil Kiymaz
• Publisher : John Wiley & Sons
• Release Date : 2013-07-31
• Total pages : 544
• ISBN : 0081011776

GET BOOK

Summary : A comprehensive guide to the dynamic area of finance known asmarket microstructure Interest in market microstructure has grown dramatically inrecent years due largely in part to the rapid transformation of thefinancial market environment by technology, regulation, andglobalization. Looking at market transactions at the most granularlevel—and taking into account market ...

• Author : Christian L. Dunis,Peter W. Middleton,Andreas Karathanasopolous,Konstantinos Theofilatos
• Publisher : Springer
• Release Date : 2016-11-21
• Total pages : 344
• ISBN : 0081011776

GET BOOK

Summary : As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable algorithmic approach which emulates certain aspects of human brain functions, and is used ...