Stock photo: cover may vary
Online Algorithms for the Portfolio Selection Problem Hardback -
by Robert Dochow
- New
- Hardback
A$134.92
A$5.79
Delivery within USA
Standard delivery: 9 to 14 days
More delivery options
Standard delivery: 9 to 14 days
Ships from Cold Books (New York, United States)
Details
- Title Online Algorithms for the Portfolio Selection Problem
- Author Robert Dochow
- Binding Hardback
- Condition New
- Pages 185
- Volumes 1
- Language ENG
- Publisher Springer Gabler
- Publication date pp. 185
- Illustrated Yes
- Features Illustrated
- Bookseller's Inventory # 6374682180
- ISBN 9783658135270 / 3658135271
- Weight 0.57 lbs (0.26 kg)
- Dimensions 8.27 x 5.83 x 0.45 in (21.01 x 14.81 x 1.14 cm)
- Category Business / Economics / Finance
- Dewey Decimal Code 330.1
- Quantity available 4
About Cold Books New York, United States
Reader reviews for Online Algorithms for the Portfolio Selection Problem
Write a review for this book
Important Terms and Guidelines
- Please focus on the book’s content and context. Also, add any personal comments as to how you enjoyed the book. Substantiate your likes and dislikes. You may make comparisons to other books.
- Reviews must be at least 140 characters in length.
- Please do not reveal critical plot elements.
- This is not a help line. Contact customer support if you need help.
Your review must not include:
- Obscenities, discriminatory language, or other insulting language not suitable for public domain
- Advertisements, “spam” content, or references to other products, offers or websites.
- Email addresses, URLs, phone numbers, physical addresses or other contact information.
- Overly critical comments about other reviews or reviewers
- Time-sensitive material (i.e. promotional tours, seminars, lectures, etc.)
- Availability, price, or alternative ordering/shipping information
From the publisher
From the rear cover
Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author empirically evaluates online algorithms by a comprehensive statistical analysis. Concrete results are that follow-the-loser algorithms show the most promising performance when the objective is the maximization of return on investment and risk-adjusted performance. In addition, when the objective is the minimization of risk, the two new algorithms with risk management show excellent performance. A prototype of a software tool for automated evaluation of algorithms for portfolio selection is given.
Contents- Performance Evaluation- Selected Algorithms from the Literature- Proposed Algorithms with Risk Management- Empirical Testing of Algorithms- A Software Tool for Testing
Target Groups- Scientists and students from the fields of finance, operations research, and machine learning- Practitioners in banks and insurance companies, traders and brokers
The AuthorDr. Robert Dochow completed his dissertation under the supervision of Prof. Dr. Gnter Schmidt at the Chair of Operations Research and Business Informatics of Saarland University, Saarbrcken, Germany.
Contents- Performance Evaluation- Selected Algorithms from the Literature- Proposed Algorithms with Risk Management- Empirical Testing of Algorithms- A Software Tool for Testing
Target Groups- Scientists and students from the fields of finance, operations research, and machine learning- Practitioners in banks and insurance companies, traders and brokers
The AuthorDr. Robert Dochow completed his dissertation under the supervision of Prof. Dr. Gnter Schmidt at the Chair of Operations Research and Business Informatics of Saarland University, Saarbrcken, Germany.
