Portfolio Choice Problems: An Introductory Survey of Single and Multiperiod Models
(Part of the SpringerBriefs in Electrical and Computer Engineering Series)
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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.
Format:Paperback
Language:English
ISBN:1461405769
ISBN13:9781461405764
Release Date:July 2011
Publisher:Springer
Length:96 Pages
Weight:0.36 lbs.
Dimensions:0.2" x 6.1" x 9.2"
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