Hallo! Tracked shipping to Netherlands with Delivery Duty Paid for just €7 

Ship to
Netherlands
0

My Account

  • argentina
  • chile
  • colombia
  • españa
  • méxico
  • perú
  • estados unidos
  • internacional

menu

Select your country

Americas

Europe

Rest of the world

portada Online Algorithms for the Portfolio Selection Problem
Type
Physical Book
Publisher
Author
Year
2016
Language
English
Pages
212
Format
Paperback
ISBN13
9783658135270
Edition No.
1
Categories

Online Algorithms for the Portfolio Selection Problem

Robert Dochow (Author) · Springer Gabler · Paperback

Online Algorithms for the Portfolio Selection Problem - Robert Dochow

Cheaper New Book Imported to Netherlands
Delivery: 22 Sep - 29 Sep Shipping: 13 to 17 business days.
€ 53,61
Faster New Book Imported to Netherlands
Delivery: 10 Sep - 14 Sep Shipping: 5 to 6 business days.
€ 69,14
Import costs and 9% BTW included in the price ✅
€ 53,61

Choose the list to add your product or create one New List

Go to My Wishlists
Calculate shipping cost

Synopsis "Online Algorithms for the Portfolio Selection Problem "

Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author empirically evaluates online algorithms by a comprehensive statistical analysis. Concrete results are that follow-the-loser algorithms show the most promising performance when the objective is the maximization of return on investment and risk-adjusted performance. In addition, when the objective is the minimization of risk, the two new algorithms with risk management show excellent performance. A prototype of a software tool for automated evaluation of algorithms for portfolio selection is given. 

Customers reviews

More customer reviews
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)

Frequently Asked Questions about the Book

Is the book original?

All books in our catalog are Original.

In what language is the book written?

The book is written in English.

What is the format of this book?

The binding of this edition is Paperback.

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews