Modern Portfolio Optimization With Nuopt S Plus And S Bayes
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Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™
Author: Bernd Scherer
language: en
Publisher: Springer Science & Business Media
Release Date: 2005-05-03
Portfolio optimization and construction methodologies have become an critical ingredient of asset and fund management, while at same time portfolio risk assesment has become an essential ingredient in risk management.
Modern Portfolio Optimization with NuOPTTM, S-PLUS®, and S+BayesTM
Author: Bernd Scherer
language: en
Publisher: Springer Science & Business Media
Release Date: 2007-09-05
In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ingredient in risk management. This trend will only accelerate in the coming years. This practical handbook fills the gap between current university instruction and current industry practice. It provides a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods using the powerful NUOPT for S-PLUS optimizer.
Modeling Financial Time Series with S-PLUS®
Author: Eric Zivot
language: en
Publisher: Springer Science & Business Media
Release Date: 2007-10-10
This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. It is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This edition covers S+FinMetrics 2.0 and includes new chapters.