<The> Dynamic Portfolio Selection Model Based on Event Tree
Výber portfólia na základe rizikovej miery priemernej absolútnej odchýlky (mean absolute deviation). Lineárny model výberu portfólia; vždy efektívnejší ako štandardné optimalizačné modely
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | |
| Format: | Buchkapitel |
| Sprache: | Englisch |
| Schlagworte: | |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|
Ähnliche Einträge: <The> Dynamic Portfolio Selection Model Based on Event Tree
- Dynamic portfolio selection based on the event tree
- Application of Multivariate Lambda Distribution Within the Portfolio Selection Model
- Portfolio Selection: Method of the Step by Step Assigned Weights
- Financial Risk Modelling and Portfolio Optimization with R
- SOMA in Financial Modeling
- Mean-variance distance based stock market networks in portfolio optimalization