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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Optimal Financial Decision Making Under Uncertainty

Optimal Financial Decision Making Under Uncertainty

Brandimarte, Paolo
Consigli, Giorgio
Kuhn, Daniel

Hardcover

Series: International Operations Research & Management Science, Book 245

Business GeneralEconomicsGeneral Mathematics

ISBN10: 3319416111
ISBN13: 9783319416113
Publisher: Springer
Published: Oct 25 2016
Pages: 298
Weight: 1.38
Height: 0.75 Width: 6.14 Depth: 9.21
Language: English
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.

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