Optimal Financial Decision Making under Uncertainty

Language: English

Published by Springer, Palgrave Macmillan Apr 2018, 2018

3319823965 / 9783319823966

Series: Book 234 of 323 - International Series in Operations Research & Management Science

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This item is printed on demand - Print on Demand Titel. Neuware -The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly in recent years, financial management problems such as strategic asset allocation, asset-liability management, as well as asset pricing problems, have been presented in the literature adopting formulation and solution approaches rooted in stochastic programming, robust optimization, stochastic dynamic programming (including approximate SDP) methods, as well as policy rule optimization, heuristic approaches and others. The aim of the volume is to facilitate the comprehension of the modeling and methodological potentials of those methods, thus their common assumptions and peculiarities, relying on similar financial problems. The volume will address different valuation problems common in finance related to: asset pricing, optimal portfolio management, risk measurement, risk control and asset-liability management.The volume features chapters of theoretical and practical relevance clarifying recent advances in the associated applied field from different standpoints, relying on similar valuation problems and, as mentioned, facilitating a mutual and beneficial methodological and theoretical knowledge transfer. The distinctive aspects of the volume can be summarized as follows:Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 320 pp. Englisch.…

Seller Inventory # 9783319823966

Title
Optimal Financial Decision Making under Uncertainty
Author
Giorgio Consigli
Publisher
Springer, Palgrave Macmillan Apr 2018
Publication year
2018
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3319823965
ISBN 13
9783319823966
Item weight
487 grams
Dimensions
235x155x18 mm
Series
Book 234 of 323: International Series in Operations Research & Management Science

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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