| Record ID | harvard_bibliographic_metadata/ab.bib.13.20150123.full.mrc:286891977:2208 |
| Source | harvard_bibliographic_metadata |
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LEADER: 02208nam a2200289Ia 4500
001 013249892-8
005 20120623020809.0
008 120518s2010 maua b 001 0 eng d
020 $a9780123749529 (hbk.)
020 $a0123749522 (hbk.)
035 0 $aocn793913026
040 $aUMI$cUMI$dMH
090 $aHG4529.5$b.O68 2010
245 00 $aOptimizing optimization :$bthe next generation of optimization applications and theory /$cStephen Satchell, [editor].
246 30 $aNext generation of optimization applications and theory
260 $aBurlington, MA :$bAcademic Press,$cc2010.
300 $a1 online resource (xvi, 306 p.) :$bill.
490 1 $aQuantitative finance series
588 $aDescription based on print version record.
505 0 $aRobust portfolio optimization using second-order cone programming / Fiona Kolbert and Laurence Wormald -- Novel approaches to portfolio construction : multiple risk models and multisolution generation / Sebastian Ceria ... [et al.] -- Optimal solutions for optimization in practice / Daryl Roxburgh, Katja Scherer and Tim Matthews -- The Windham portfolio advisor / Mark Kritzman -- Modeling, estimation, and optimization of equity portfolios with heavy-tailed distributions / Almira Biglova ... [et al.] -- Staying ahead on downside risk / Giuliano De Rossi -- Optimization and portfolio selection / Hal Forsey and Frank Sortino -- Computing optimal mean/downside risk frontiers : the role of ellipticity / Tony Hall and Stephen E. Satchell -- Portfolio optimization with "threshold accepting" : a practical guide / Manfred Gilli and Enrico Schumann -- Some properties of averaging simulated optimization methods / John Knight and Stephen E. Satchell -- Heuristic portfolio optimization : Bayesian updating with the Johnson family of distributions / Richard Louth -- More than you ever wanted to know about conditional value at risk optimization / Bernd Scherer.
504 $aIncludes bibliographical references and index.
650 0 $aPortfolio management$xData processing.
650 0 $aPortfolio management$xMathematical models.
700 1 $aSatchell, S.$q(Stephen)
830 0 $aQuantitative finance series.
988 $a20120623
906 $0OCLC