Portfolio Optimization with Different Information Flow

• Author : Caroline Hillairet,Ying Jiao
• Publisher : Elsevier
• Release Date : 2017-02-10
• ISBN : 9780081011775

Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and progressive, using tools from various fields, such as from stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations. This theoretical and numerical analysis is applied in different market

• Author : Anna Aksamit,Monique Jeanblanc
• Publisher : Springer
• Release Date : 2017-11-18
• ISBN : 9783319412559

This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable. The aim of this book is to collect the main mathematical results (with proofs) previously spread among numerous papers, great part of which is only available in French. Many

• Author : Bryan Maizlish,Robert Handler
• Publisher : John Wiley & Sons
• Release Date : 2010-10-07
• ISBN : 9781118005057

Praise for IT Portfolio Management Step-by-Step "Bryan Maizlish and Robert Handler bring their deep experience in IT 'value realization' to one of the most absent of all IT management practices--portfolio management. They capture the essence of universally proven investment practices and apply them to the most difficult of challenges--returning high strategic and dollar payoffs from an enterprise's IT department. The reader will find many new and rewarding insights to making their IT investments finally return market leading results." --John C.

• Author : Carlos M. Fonseca,Peter J. Fleming,Eckart Zitzler,Kalyanmoy Deb,Lothar Thiele
• Publisher : Springer
• Release Date : 2003-08-03
• ISBN : 9783540369707

This book constitutes the refereed proceedings of the Second International Conference on Evolutionary Multi-Criterion Optimization, EMO 2003, held in Faro, Portugal, in April 2003. The 56 revised full papers presented were carefully reviewed and selected from a total of 100 submissions. The papers are organized in topical sections on objective handling and problem decomposition, algorithm improvements, online adaptation, problem construction, performance analysis and comparison, alternative methods, implementation, and applications.

• Author : Robert Nisbet,Gary Miner,Ken Yale
• Publisher : Elsevier
• Release Date : 2017-11-09
• ISBN : 9780124166455

Handbook of Statistical Analysis and Data Mining Applications, Second Edition, is a comprehensive professional reference book that guides business analysts, scientists, engineers and researchers, both academic and industrial, through all stages of data analysis, model building and implementation. The handbook helps users discern technical and business problems, understand the strengths and weaknesses of modern data mining algorithms and employ the right statistical methods for practical application. This book is an ideal reference for users who want to address massive and

• Author : Peter Bank,Fabrice Baudoin,Hans Föllmer,L. C. G. Rogers,Halil Mete Soner,Nizar Touzi
• Publisher : Springer
• Release Date : 2003-12-15
• ISBN : 9783540448594

The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles

• Author : Anonim
• Publisher : ScholarlyEditions
• Release Date : 2012-01-09
• ISBN : 9781464967795

Issues in Information Science: Information Technology, Systems, and Security: 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Information Science—Information Technology, Systems, and Security. The editors have built Issues in Information Science: Information Technology, Systems, and Security: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Information Science—Information Technology, Systems, and Security in this eBook to be deeper than what you can access anywhere else, as well as consistently

• Author : Greg N. Gregoriou
• Publisher : CRC Press
• Release Date : 2009-04-08
• ISBN : 1420099558

Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in developed, emerging, and frontier economies. The expert contributors cover stock market volatility modeling, portfolio management, hedge fund volatility, and volatility in developed countries and emerging markets. They