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Anglický jazyk
African capital markets in the diversification of global investment
Autor: Alexandrino Barreto
This book addresses the issues of diversification at the international context. Furthermore, this book adresses topics like In-sample and Out-Of-Sample approaches to analyze the data; optimization models to compose the efficient portfolios using models from... Viac o knihe
Na objednávku
33.30 €
bežná cena: 37.00 €
O knihe
This book addresses the issues of diversification at the international context. Furthermore, this book adresses topics like In-sample and Out-Of-Sample approaches to analyze the data; optimization models to compose the efficient portfolios using models from classic to modern like Mean Variance (MV), Mean Absolute Deviation (MAD), Semivariance (SV), Resample Michaud (RM) and Filtered Historical Simulation (FHS); and bring the Matlab code for each optimization model that can be used in the future research. On the other hand, this book can help investors that seek to maximize return and minimize risk of the their portfolios using the African emergent markets.
- Vydavateľstvo: LAP LAMBERT Academic Publishing
- Rok vydania: 2018
- Formát: Paperback
- Rozmer: 220 x 150 mm
- Jazyk: Anglický jazyk
- ISBN: 9786136830193
