Optimal Financial Decision Making Under Uncertainty Softcover Repri Edition Contributor(s): Consigli, Giorgio (Editor), Kuhn, Daniel (Editor), Brandimarte, Paolo (Editor) |
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ISBN: 3319823965 ISBN-13: 9783319823966 Publisher: Springer OUR PRICE: $161.49 Product Type: Paperback - Other Formats Published: April 2018 |
Additional Information |
BISAC Categories: - Business & Economics | Operations Research - Business & Economics | Economics - Macroeconomics - Mathematics | Applied |
Dewey: 339 |
Series: International Series in Operations Research & Management Science |
Physical Information: 0.67" H x 6.14" W x 9.21" (0.99 lbs) 298 pages |
Descriptions, Reviews, Etc. |
Publisher Description: The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly in recent years, financial management problems such as strategic asset allocation, asset-liability management, as well as asset pricing problems, have been presented in the literature adopting formulation and solution approaches rooted in stochastic programming, robust optimization, stochastic dynamic programming (including approximate SDP) methods, as well as policy rule optimization, heuristic approaches and others. The aim of the volume is to facilitate the comprehension of the modeling and methodological potentials of those methods, thus their common assumptions and peculiarities, relying on similar financial problems. The volume will address different valuation problems common in finance related to: asset pricing, optimal portfolio management, risk measurement, risk control and asset-liability management. The volume features chapters of theoretical and practical relevance clarifying recent advances in the associated applied field from different standpoints, relying on similar valuation problems and, as mentioned, facilitating a mutual and beneficial methodological and theoretical knowledge transfer. The distinctive aspects of the volume can be summarized as follows:
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