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Alternative decision-making models f...

Spaseski, Narela, (1982-)

Alternative decision-making models for financial portfolio management

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Alternative decision-making models for financial portfolio management/ Narela Spaseski.
作者:	Spaseski, Narela,
出版者:	Hershey, Pennsylvania :IGI Global, : [2017],
面頁冊數:	1 online resource (xii, 333 p.)
提要註:	An essential reference source that discusses methods and techniques that make financial administration more efficient for professionals in economic fields. Featuring relevant topics such as mean-variance portfolio theory, decision tree analysis, risk protection strategies, and asset-liability management, this publication is ideal for academicians, students, economists, and researchers that would like to stay current on new and innovative methods to transform the financial realm.
標題:	Risk management. -
電子資源:	http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-3259-0
ISBN:	9781522532606 (ebook)

Alternative decision-making models for financial portfolio management
Spaseski, Narela,1982-

Alternative decision-making models for financial portfolio management[electronic resource] /Narela Spaseski. - Hershey, Pennsylvania :IGI Global,[2017] - 1 online resource (xii, 333 p.)

Includes bibliographical references and index.

Chapter 1. Theory and modelling -- Chapter 2. Decision tree analyses -- Chapter 3. Portfolio selection models: single-period portfolio selection -- Chapter 4. Extreme events theory and application -- Chapter 5. Dynamic portfolio selection: asset-liability management mode -- Chapter 6. Markov processes in finance with application to stock markets -- Chapter 7. Fractal and wavelet market analysis in pattern recognition.

Restricted to subscribers or individual electronic text purchasers.

An essential reference source that discusses methods and techniques that make financial administration more efficient for professionals in economic fields. Featuring relevant topics such as mean-variance portfolio theory, decision tree analysis, risk protection strategies, and asset-liability management, this publication is ideal for academicians, students, economists, and researchers that would like to stay current on new and innovative methods to transform the financial realm.

ISBN: 9781522532606 (ebook)Subjects--Topical Terms:

231562
Risk management.

LC Class. No.: HG4529.5 / .S683 2018e

Dewey Class. No.: 332.601/9

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260 $a Hershey, Pennsylvania : $b IGI Global, $c [2017]
300 $a 1 online resource (xii, 333 p.)
504 $a Includes bibliographical references and index.
505 0 $a Chapter 1. Theory and modelling -- Chapter 2. Decision tree analyses -- Chapter 3. Portfolio selection models: single-period portfolio selection -- Chapter 4. Extreme events theory and application -- Chapter 5. Dynamic portfolio selection: asset-liability management mode -- Chapter 6. Markov processes in finance with application to stock markets -- Chapter 7. Fractal and wavelet market analysis in pattern recognition.
506 $a Restricted to subscribers or individual electronic text purchasers.
520 $a An essential reference source that discusses methods and techniques that make financial administration more efficient for professionals in economic fields. Featuring relevant topics such as mean-variance portfolio theory, decision tree analysis, risk protection strategies, and asset-liability management, this publication is ideal for academicians, students, economists, and researchers that would like to stay current on new and innovative methods to transform the financial realm.
650 0 $2 96060 $a Risk management. $3 231562
650 0 $a Finance $x Management. $3 433248
650 0 $2 96060 $a Portfolio management. $3 243208
856 4 0 $u http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-3259-0

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