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A Comprehensive Empirical Comparison Of Stochastic Dominance And Mean Variance Portfolio Models
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Book Synopsis School of Business Working Paper Series by : University of Kansas. School of Business
Download or read book School of Business Working Paper Series written by University of Kansas. School of Business and published by . This book was released on 1978 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Financial Decision Aid Using Multiple Criteria by : Hatem Masri
Download or read book Financial Decision Aid Using Multiple Criteria written by Hatem Masri and published by Springer. This book was released on 2018-01-17 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume highlights recent applications of multiple-criteria decision-making (MCDM) models in the field of finance. Covering a wide range of MCDM approaches, including multiobjective optimization, goal programming, value-based models, outranking techniques, and fuzzy models, it provides researchers and practitioners with a set of MCDM methodologies and empirical results in areas such as portfolio management, investment appraisal, banking, and corporate finance, among others. The book addresses issues related to problem structuring and modeling, solution techniques, comparative analyses, as well as combinations of MCDM models with other analytical methodologies.
Download or read book Agrekon written by and published by . This book was released on 1986 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Robustness Analysis in Decision Aiding, Optimization, and Analytics by : Michael Doumpos
Download or read book Robustness Analysis in Decision Aiding, Optimization, and Analytics written by Michael Doumpos and published by Springer. This book was released on 2016-07-12 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a broad coverage of the recent advances in robustness analysis in decision aiding, optimization, and analytics. It offers a comprehensive illustration of the challenges that robustness raises in different operations research and management science (OR/MS) contexts and the methodologies proposed from multiple perspectives. Aside from covering recent methodological developments, this volume also features applications of robust techniques in engineering and management, thus illustrating the robustness issues raised in real-world problems and their resolution within advances in OR/MS methodologies. Robustness analysis seeks to address issues by promoting solutions, which are acceptable under a wide set of hypotheses, assumptions and estimates. In OR/MS, robustness has been mostly viewed in the context of optimization under uncertainty. Several scholars, however, have emphasized the multiple facets of robustness analysis in a broader OR/MS perspective that goes beyond the traditional framework, seeking to cover the decision support nature of OR/MS methodologies as well. As new challenges emerge in a “big-data'” era, where the information volume, speed of flow, and complexity increase rapidly, and analytics play a fundamental role for strategic and operational decision-making at a global level, robustness issues such as the ones covered in this book become more relevant than ever for providing sound decision support through more powerful analytic tools.
Book Synopsis Encyclopedia of Agriculture and Food Systems by : Neal K. Van Alfen
Download or read book Encyclopedia of Agriculture and Food Systems written by Neal K. Van Alfen and published by Elsevier. This book was released on 2014-07-29 with total page 2745 pages. Available in PDF, EPUB and Kindle. Book excerpt: Encyclopedia of Agriculture and Food Systems, Second Edition, Five Volume Set addresses important issues by examining topics of global agriculture and food systems that are key to understanding the challenges we face. Questions it addresses include: Will we be able to produce enough food to meet the increasing dietary needs and wants of the additional two billion people expected to inhabit our planet by 2050? Will we be able to meet the need for so much more food while simultaneously reducing adverse environmental effects of today’s agriculture practices? Will we be able to produce the additional food using less land and water than we use now? These are among the most important challenges that face our planet in the coming decades. The broad themes of food systems and people, agriculture and the environment, the science of agriculture, agricultural products, and agricultural production systems are covered in more than 200 separate chapters of this work. The book provides information that serves as the foundation for discussion of the food and environment challenges of the world. An international group of highly respected authors addresses these issues from a global perspective and provides the background, references, and linkages for further exploration of each of topics of this comprehensive work. Addresses important challenges of sustainability and efficiency from a global perspective. Takes a detailed look at the important issues affecting the agricultural and food industries today. Full colour throughout.
Book Synopsis Stochastic Dominance by : G. A. Whitmore
Download or read book Stochastic Dominance written by G. A. Whitmore and published by . This book was released on 1978 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Theoretical foundations of stochastic dominance; Portfolio applications: empirical studies; Portfolio applications: computational aspects; Applications to financial management and capital markets; Applications in economic theory and analysis.
Book Synopsis TIMS/ORSA Bulletin by : Institute of Management Sciences
Download or read book TIMS/ORSA Bulletin written by Institute of Management Sciences and published by . This book was released on 1977 with total page 1146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Multiobjective Linear Programming by : Dinh The Luc
Download or read book Multiobjective Linear Programming written by Dinh The Luc and published by Springer. This book was released on 2015-07-31 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces the reader to the field of multiobjective optimization through problems with simple structures, namely those in which the objective function and constraints are linear. Fundamental notions as well as state-of-the-art advances are presented in a comprehensive way and illustrated with the help of numerous examples. Three of the most popular methods for solving multiobjective linear problems are explained, and exercises are provided at the end of each chapter, helping students to grasp and apply key concepts and methods to more complex problems. The book was motivated by the fact that the majority of the practical problems we encounter in management science, engineering or operations research involve conflicting criteria and therefore it is more convenient to formulate them as multicriteria optimization models, the solution concepts and methods of which cannot be treated using traditional mathematical programming approaches.
Download or read book Management Science written by and published by . This book was released on 2004 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues for Feb. 1965-Aug. 1967 include Bulletin of the Institute of Management Sciences.
Book Synopsis Dissertation Abstracts International by :
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2003 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstracts of dissertations available on microfilm or as xerographic reproductions.
Book Synopsis Handbook of Quantitative Finance and Risk Management by : Cheng-Few Lee
Download or read book Handbook of Quantitative Finance and Risk Management written by Cheng-Few Lee and published by Springer Science & Business Media. This book was released on 2010-06-14 with total page 1700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.
Download or read book The American Economic Review written by and published by . This book was released on 1977 with total page 818 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes annual List of doctoral dissertations in political economy in progress in American universities and colleges; and the Hand book of the American Economic Association.
Book Synopsis Annotated Bibliography of Corporate Finance by : Roger J. Lister
Download or read book Annotated Bibliography of Corporate Finance written by Roger J. Lister and published by London : Macmillan. This book was released on 1979 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Financial Markets Theory by : Emilio Barucci
Download or read book Financial Markets Theory written by Emilio Barucci and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical results. Tools for understanding the economic analysis are provided, and mathematical models are presented in discrete time/finite state space for simplicity. Examples and exercises included.
Book Synopsis Linear and Mixed Integer Programming for Portfolio Optimization by : Renata Mansini
Download or read book Linear and Mixed Integer Programming for Portfolio Optimization written by Renata Mansini and published by Springer. This book was released on 2015-06-10 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.
Download or read book Mathematical Reviews written by and published by . This book was released on 2008 with total page 1226 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Economics of American Agriculture by : Steven C. Blank
Download or read book The Economics of American Agriculture written by Steven C. Blank and published by Routledge. This book was released on 2014-12-18 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book answers the questions: What is happening to American agriculture, and why? Steven C. Blank uses portfolio theory to analyze both macro- and microeconomic data that paints a clear picture of the trends in agriculture, and explains why these trends are consistent with market evolution and global economic development. He clarifies agriculture's specific role in economic development with a focus on the current and future globalizing commodity markets.The book features empirical research that demonstrates the link between farm-level investment decisions and regional and national economic trends. It shows how the dynamic environment of industrialization and globalization of agriculture is part of a continuing development that is driven by technological innovation. This all points to a future with a very different agricultural production sector and some extremely important policy choices that will face the entire country.