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OverviewPortfolio selection is an important research topic in the field of finance, but typically, existing portfolio models cover a single investment period and are static, while real-world investors operate dynamically over multiple periods. So multi-period portfolio selection models have been studied widely in recent years. This book mainly discusses the efficient frontier of the mean-VaR model for multi-period portfolio selection, and the algorithm and model for multi-period portfolio selection including uncertainty. Its main contents are as follows: firstly, effective solutions are given for the mean-VaR model for multi-period portfolio selection, and the efficient frontier problem is discussed. We then introduce credibility safety standards-based multi-period portfolio selection and fuzzy entropy-based multi-period portfolio selection models. We also present an empirical study for the two types of model. Full Product DetailsAuthor: Fang Liu (Centre for Addiction and Mental Health Canada) , Dr Bill PetersPublisher: LAP Lambert Academic Publishing Imprint: LAP Lambert Academic Publishing Dimensions: Width: 15.20cm , Height: 1.10cm , Length: 22.90cm Weight: 0.295kg ISBN: 9783844314151ISBN 10: 3844314156 Pages: 196 Publication Date: 28 February 2011 Audience: General/trade , General Format: Paperback Publisher's Status: Active Availability: In stock  We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately. Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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