Introduction to modern portfolio optimization with NUOPT and S-PLUS
Alternative title: | Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes |
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Year of publication: |
2005
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Authors: | Scherer, Bernd ; Martin, R. Douglas |
Publisher: |
New York, NY : Springer |
Subject: | Portfoliomanagement | S-PLUS | Wertpapierportefeuille | Optimierung | Datenverarbeitung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
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Introduction to modern portfolio optimization with NUOPT and S-PLUS
Scherer, Bernd, (2005)
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Modeling financial time series with S-PLUS
Zivot, Eric, (2006)
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Abu-Mostafa, Yaser S., (2000)
- More ...
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Introduction to modern portfolio optimization with NUOPT and S-PLUS
Scherer, Bernd, (2005)
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Robust-resistant spectral analysis
Martin, R. Douglas, (1983)
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Robust methods for arima models
Martin, R. Douglas, (1981)
- More ...