Introduction to Modern Portfolio optimization with NUOPT and S-PLUS (Q5464463)
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scientific article; zbMATH DE number 2195485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Introduction to Modern Portfolio optimization with NUOPT and S-PLUS |
scientific article; zbMATH DE number 2195485 |
Statements
Introduction to Modern Portfolio optimization with NUOPT and S-PLUS (English)
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17 August 2005
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portfolio optimization
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resampling
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value-at-risk
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scenario optimization
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robust estimates
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Bayes modeling
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