Portfolio choice problems an introductory survey of single and multiperiod models

This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study. It cuts through many strands of the subject, presenting not only the classical results from financial eco...

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Bibliographic Details

Main Author:	Chapados, Nicolas
Corporate Author:	SpringerLink (Online service)
Format:	Electronic Resource
Language:	English
Published:	New York Springer-Verlag New York Inc. 2011.
Series:	SpringerBriefs in Electrical and Computer Engineering 3
Subjects:	Portfolio management > Mathematical models. Investment analysis. Electronic books.
Online Access:	Available for University of the Philippines Diliman via SpringerLink. Click here to access