SpringerBriefs in Electrical and Computer Engineering

Portfolio Choice Problems

An Introductory Survey of Single and Multiperiod Models

Authors: Chapados, Nicolas

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  • ISBN 978-1-4614-0577-1
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  • ISBN 978-1-4614-0576-4
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About this book

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.

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)


Buy this book

eBook $29.99
price for USA
  • ISBN 978-1-4614-0577-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Download immediately after purchase
Softcover $39.95
price for USA
  • ISBN 978-1-4614-0576-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Portfolio Choice Problems
Book Subtitle
An Introductory Survey of Single and Multiperiod Models
Authors
Series Title
SpringerBriefs in Electrical and Computer Engineering
Copyright
2011
Publisher
Springer-Verlag New York
Copyright Holder
The Author
eBook ISBN
978-1-4614-0577-1
DOI
10.1007/978-1-4614-0577-1
Softcover ISBN
978-1-4614-0576-4
Series ISSN
2191-8112
Edition Number
1
Number of Pages
X, 96
Number of Illustrations and Tables
8 b/w illustrations
Topics