Modern Portfolio Optimization With Nuopttm S Plus And S Bayestm
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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.
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.
Handbook Of Energy Finance: Theories, Practices And Simulations
Modeling the dynamics of energy markets has become a challenging task. The intensification of their financialization since 2004 had made them more complex but also more integrated with other tradable asset classes. More importantly, their large and frequent fluctuations in terms of both prices and volatility, particularly in the aftermath of the global financial crisis 2008-2009, posit difficulties for modeling and forecasting energy price behavior and are primary sources of concerns for macroeconomic stability and general economic performance.This handbook aims to advance the debate on the theories and practices of quantitative energy finance while shedding light on innovative results and technical methods applied to energy markets. Its primary focus is on the recent development and applications of mathematical and quantitative approaches for a better understanding of the stochastic processes that drive energy market movements. The handbook is designed for not only graduate students and researchers but also practitioners and policymakers.