Free Shipping Over $89 - Limited Time Only - T&C's Apply
Track My Order
Help Centre
Likes
My Wish ListsLogin / Join
Booktopia
Australia's local bookstore
Get Free Shipping on orders over $89
International Operations Research & Management Science : quantitative methods and empirical rules for incomplete information : Quantitative Methods and Empirical Rules for Incomplete Information - Nikolai Dokuchaev

International Operations Research & Management Science

quantitative methods and empirical rules for incomplete information : Quantitative Methods and Empirical Rules for Incomplete Information

By: Nikolai Dokuchaev

Hardcover | 31 January 2002

At a Glance

Hardcover

$169.00

or 4 interest-free payments of $42.25 with

 or 

Ships in 5 to 7 business days

Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models. It is addressed to academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also to practitioners in risk management and quantitative analysis who are interested in new strategies and methods of stochastic analysis.

While there are many works devoted to the solution of optimal investment problems for various models, the focus of this book is on analytical strategies based on "technical analysis" which are model-free. The technical analysis of these strategies has a number of characteristics. Two of the more important characteristics are: (1) they require only historical data, and (2) typically they are more widely used by traders than analysis based on stochastic models. Hence it is the objective of this book to reduce the gap between model-free strategies and strategies that are "optimal" for stochastic models. We hope that researchers, students and practitioners will be interested in some of the new empirically based methods of "technical analysis" strategies suggested in this book and evaluated via stochastic market models.

You Can Find This Book In

Non-FictionAccounting & FinanceFinanceInvestment & SecuritiesMedicineMedicine in GeneralBusiness & ManagementSales & MarketingSales & Marketing AdvertisingMathematicsProbability & StatisticsOperational Research
Entrepreneurship / Start-upsOptimisation

Other Editions and Formats

Paperback

Published: 21st October 2012

View Product

More in Optimisation

The Infinite Game : From the bestselling author of Start With Why - Simon Sinek

The Infinite Game

From the bestselling author of Start With Why

Paperback

RRP $29.99

$23.75

21%
OFF
How to Win At Chess : The Ultimate Guide for Beginners and Beyond - Levy Rozman

How to Win At Chess

The Ultimate Guide for Beginners and Beyond

Hardcover

RRP $45.00

$35.75

21%
OFF
The Selfish Gene : 40th Anniversary Edition - Richard Dawkins

The Selfish Gene

40th Anniversary Edition

Paperback

RRP $32.95

$26.99

18%
OFF
Game Theory : 2nd edition - Michael Maschler

Game Theory

2nd edition

Paperback

RRP $113.95

$96.75

15%
OFF
On the Edge : The Art of Risking Everything - Nate Silver

On the Edge

The Art of Risking Everything

Paperback

RRP $36.99

$29.75

20%
OFF
Blackjack Mathematics for Non-Mathematicians - Mark Bollman

Blackjack Mathematics for Non-Mathematicians

Hardcover

RRP $368.00

$283.75

23%
OFF
Blackjack Mathematics for Non-Mathematicians - Mark Bollman

Blackjack Mathematics for Non-Mathematicians

Paperback

RRP $62.99

$60.99

Metaheuristic Algorithms : Theory and Practice - Gai-Ge Wang

Metaheuristic Algorithms

Theory and Practice

Paperback

RRP $94.99

$85.75

10%
OFF
Robust Control Algorithms for Two-link Flexible Manipulators - Bidyadhar Subudhi

Robust Control Algorithms for Two-link Flexible Manipulators

Paperback

RRP $112.00

$97.75

13%
OFF
A Course in Behavioral Economics : 3rd edition - Erik Angner

A Course in Behavioral Economics

3rd edition

Paperback

RRP $99.99

$83.75

16%
OFF

This product is categorised by