Anbieter: Hay-on-Wye Booksellers, Hay-on-Wye, HEREF, Vereinigtes Königreich
EUR 4,22
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbZustand: Very Good. NEW/UNUSED - Some outer edges have minor scuffs. Cover has light scratches. Textblock has shelf wear. Reading content is in new condition. Despatched within 24 hours.
Anbieter: Lucky's Textbooks, Dallas, TX, USA
EUR 61,36
Währung umrechnenAnzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New.
Verlag: Now Publishers Inc 2013-11, 2013
ISBN 10: 1601986726 ISBN 13: 9781601986726
Sprache: Englisch
Anbieter: Chiron Media, Wallingford, Vereinigtes Königreich
EUR 59,33
Währung umrechnenAnzahl: 10 verfügbar
In den WarenkorbPF. Zustand: New.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 64,97
Währung umrechnenAnzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In.
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 88,69
Währung umrechnenAnzahl: 2 verfügbar
In den WarenkorbPaperback. Zustand: Brand New. 92 pages. 9.21x6.14x0.47 inches. In Stock.
Anbieter: Books Puddle, New York, NY, USA
EUR 119,07
Währung umrechnenAnzahl: 4 verfügbar
In den WarenkorbZustand: New. pp. 94.
Anbieter: moluna, Greven, Deutschland
EUR 72,02
Währung umrechnenAnzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. Examines dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying distribution of asset returns. The goal is to maximize the total expected revenue from the portfolio, while respecting constraints .
Anbieter: Mispah books, Redhill, SURRE, Vereinigtes Königreich
EUR 142,10
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbPaperback. Zustand: Like New. Like New. book.
Anbieter: THE SAINT BOOKSTORE, Southport, Vereinigtes Königreich
EUR 75,91
Währung umrechnenAnzahl: Mehr als 20 verfügbar
In den WarenkorbPaperback / softback. Zustand: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 175.
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
EUR 96,14
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbTaschenbuch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Performance Bounds and Suboptimal Policies for Multi-Period Investment examines dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying distribution of asset returns. The goal is to maximize the total expected revenue from the portfolio, while respecting constraints on the portfolio like a required terminal portfolio and leverage and risk limits. The revenue takes into account the gross cash generated in trades, transaction costs, and costs associated with the positions, such as fees for holding short positions. The model that is presented takes the form of a stochastic control problem with linear dynamics and convex cost function and constraints. While this problem can be tractably solved in several special cases - for example, when all costs are convex quadratic, or when there are no transaction costs - the focus is on the more general case, with nonquadratic cost terms and transaction costs.Performance Bounds and Suboptimal Policies for Multi-Period Investment shows how to use linear matrix inequality techniques and semidefinite programming to produce a quadratic bound on the value function, which in turn gives a bound on the optimal performance. This performance bound can be used to judge the performance obtained by any suboptimal policy. As a by-product of the performance bound computation, an approximate dynamic programming policy is obtained that requires the solution of a convex optimization problem, often a quadratic program, to determine the trades to carry out in each step.
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
EUR 123,94
Währung umrechnenAnzahl: 4 verfügbar
In den WarenkorbZustand: New. Print on Demand pp. 94 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Anbieter: Biblios, Frankfurt am main, HESSE, Deutschland
EUR 124,16
Währung umrechnenAnzahl: 4 verfügbar
In den WarenkorbZustand: New. PRINT ON DEMAND pp. 94.