عنوان

Financial optimization /

0521419050

0521577772

9780521419055

9780521577779

b760079

Financial optimization /

[Book]

edited by Stavros A. Zenios.

New York :

Cambridge University Press,

1993.

xvii, 350 pages :

illustrations ;

24 cm

"Proceedings of a conference held at the Wharton School, University of Pennsylvania, Philadelphia, USA, November, 1989"--Page.

Includes bibliographical references and index.

Incorporating transaction costs in models for asset allocation / J.M. Mulvey -- Bond portfolio analysis using integer programming / R.M. Nauss -- Scenario immunization / R.S. Dembo -- Mortgages and Markov chains : a simplified evaluation model / P. Zipkin -- Parallel Monte Carlo simulation of mortgage-backed securities / S.A. Zenios.

Some financial optimization models : I. risk management ; Some financial optimization models : II. financial engineering / H. Dahl, A. Meeraus, and S.A. Zenios -- New "financial market equilibrium" results : implications for practical financial optimization / H.M. Markowitz -- Empirical tests of biases in equity portfolio optimization / P. Muller -- An economic approach to valuation of single premium deferred annuities / M.R. Asay, P.J. Bouyoucos, and A.M. Marciano. Commentary / D.F. Babbel -- The optimal portfolio system : targeting horizon total returns under varying interest-rate scenarios / E. Adamidou [and others] -- Optimization tools for the financial manager's desk / M. Avriel -- A flexible approach to interest-rate risk management / H. Dahl -- Currency hedging strategies for US investment in Japan and Japanese investment in the US / W.T. Ziemba. Commentary / Y. Beppu.

0

0

£35.00 : CIP entry (Mar.)

Finance-- Mathematical models, Congresses.

Mathematical optimization, Congresses.

Finances-- Modèles mathématiques, Congrès.

Optimisation mathématique, Congrès.

Finance-- Mathematical models, Congresses.

Finance-- Mathematical models.

Finances-- Modèles mathématiques-- Congrès.

Financiering.

Finanzierung

Investissements-- Modèles mathématiques.

Kapitalanlage

Kongress

Mathematical optimization, Congresses.

Mathematical optimization.

Mathematisches Modell

Optimaliseren.

Optimierung

Optimisation mathématique-- Congrès.

Portfolio Selection

Zenios, Stavros Andrea.

20201204195044.0

[Book]

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