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Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information - by Nikolai Dokuchaev (Hardcover)

Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information - by  Nikolai Dokuchaev (Hardcover) - 1 of 1
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Highlights

  • Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models.
  • Author(s): Nikolai Dokuchaev
  • 201 Pages
  • Business + Money Management, Investments & Securities
  • Series Name: International Operations Research & Management Science

Description



Book Synopsis



Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models. It is addressed to academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also to practitioners in risk management and quantitative analysis who are interested in new strategies and methods of stochastic analysis.

While there are many works devoted to the solution of optimal investment problems for various models, the focus of this book is on analytical strategies based on "technical analysis" which are model-free. The technical analysis of these strategies has a number of characteristics. Two of the more important characteristics are: (1) they require only historical data, and (2) typically they are more widely used by traders than analysis based on stochastic models. Hence it is the objective of this book to reduce the gap between model-free strategies and strategies that are "optimal" for stochastic models. We hope that researchers, students and practitioners will be interested in some of the new empirically based methods of "technical analysis" strategies suggested in this book and evaluated via stochastic market models.

Dimensions (Overall): 9.54 Inches (H) x 6.48 Inches (W) x .73 Inches (D)
Weight: 1.15 Pounds
Suggested Age: 22 Years and Up
Number of Pages: 201
Series Title: International Operations Research & Management Science
Genre: Business + Money Management
Sub-Genre: Investments & Securities
Publisher: Springer
Theme: General
Format: Hardcover
Author: Nikolai Dokuchaev
Language: English
Street Date: January 31, 2002
TCIN: 92310557
UPC: 9780792376484
Item Number (DPCI): 247-05-0147
Origin: Made in the USA or Imported
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Shipping details

Estimated ship dimensions: 0.73 inches length x 6.48 inches width x 9.54 inches height
Estimated ship weight: 1.15 pounds
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