Modern Portfolio Selection Theory (Paperback)

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.

General

Imprint:	Lap Lambert Academic Publishing
Country of origin:	Germany
Release date:	February 2011
First published:	February 2011
Authors:	Fang Liu • Bill Peters
Dimensions:	229 x 152 x 11mm (L x W x T)
Format:	Paperback - Trade
Pages:	196
ISBN-13:	978-3-8443-1415-1
Categories:	Books > Business & Economics > Business & management > International business Books > Business & Economics > Economics > International economics > General Promotions
LSN:	3-8443-1415-6
Barcode:	9783844314151

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