Performance Bounds and Suboptimal Policies for Multi-Period Investment - Foundations and Trends® in Optimization - Stephen Boyd - Books - now publishers Inc - 9781601986726 - 2014
In case cover and title do not match, the title is correct

Stephen Boyd
Performance Bounds and Suboptimal Policies for Multi-Period Investment - Foundations and Trends® in Optimization

Get an email once the item is available
Do you have a profile? Log in

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

Examines dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying distribution of asset returns. The goal is to maximize the total expected revenue from the portfolio, while respecting constraints on the portfolio like a required terminal portfolio and leverage and risk limits.

94 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released 2014
ISBN13 9781601986726
Publishers now publishers Inc
Pages 94
Dimensions 156 × 234 × 5 mm   ·   145 g
Language English  

More by Stephen Boyd

Show all

Mere med samme udgiver

See all of Stephen Boyd ( e.g. Paperback Book , Hardcover Book , MBD , MDVD and Book )