Portfolio Choice Problems

An Introductory Survey of Single and Multiperiod Models

  • Nicolas┬áChapados

Part of the SpringerBriefs in Electrical and Computer Engineering book series (BRIEFSELECTRIC, volume 3)

Table of contents

  1. Front Matter
    Pages i-xi
  2. Nicolas Chapados
    Pages 1-6
  3. Nicolas Chapados
    Pages 7-36
  4. Nicolas Chapados
    Pages 37-59
  5. Back Matter
    Pages 71-96

About this book

Introduction

This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study. It cuts through many strands of the subject, presenting not only the classical results from financial economics but also approaches originating from information theory, machine learning and operations research. This compact treatment of the topic will be valuable to students entering the field, as well as practitioners looking for a broad coverage of the topic.

Keywords

Portfolio choice problems mean-variance efficiency modern portfolio theory multiperiod models multiperiod problems portfolio choice risk-free asset single-period problems

Editors and affiliations

  • Nicolas┬áChapados
    • 1
  1. 1., Department IROUniversity of MontrealMontrealCanada

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4614-0577-1
  • Copyright Information The Author 2011
  • Publisher Name Springer, New York, NY
  • eBook Packages Engineering
  • Print ISBN 978-1-4614-0576-4
  • Online ISBN 978-1-4614-0577-1
  • About this book