Pearl Harbor: From Infamy to Greatness

by Craig Nelson

Overview

Rabota posvyashchena probleme formirovaniya optimal'nogo portfelya iz riskovykh aktivov. Avtorami predlagaetsya algoritm resheniya zadachi formirovaniya optimal'nogo portfelya, uchityvayushchiy sleduyushchie mery riska: standartnoe otklonenie, poluotklonenie, stoimost' pod riskom VaR. Proizvedena formalizatsiya zadachi v vide matematicheskoy modeli. Razrabotana metodika postroeniya agregirovannogo pokazatelya riska, sostoyashchego iz perechislennykh mer riska, bez ucheta i s uchetom dokhodnosti. Proveden vychislitel'nyy eksperiment na osnove statisticheskoy informatsii po aktsiyam, obrashchayushchimsya na MMVB, dany rekomendatsii investoru po formirovaniyu optimal'nogo portfelya. Dlya studentov, aspirantov, prepodavateley ekonomicheskikh distsiplin, a takzhe nauchnykh rabotnikov i spetsialistov po finansovomu, bankovskomu i strakhovomu delu.

Product Details

ISBN-13:	9781451660517
Publisher:	Scribner
Publication date:	09/20/2016
Sold by:	SIMON & SCHUSTER
Format:	eBook
Pages:	544
Sales rank:	242,491
File size:	43 MB
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