{"product_id":"modern-portfolio-selection-theory-von-fang-liu-und-bill-peters","title":"Modern Portfolio Selection Theory","description":"\u003cp\u003ePortfolio selection is an important research topic in the field of finance, but typically, existing portfolio models cover a single  investment period and are static, while real-world investors operate dynamically over multiple periods. So multi-period portfolio selection models have been studied widely in recent years. This book mainly discusses the efficient frontier of the mean-VaR model for multi-period portfolio selection, and the algorithm and model for multi-period portfolio selection including uncertainty.  Its main contents are as follows: firstly, effective solutions are given for the mean-VaR model for multi-period portfolio selection, and the efficient frontier problem is discussed.  We then introduce credibility safety standards-based multi-period portfolio selection and fuzzy entropy-based multi-period portfolio selection models. We also present an empirical study for the two types of model.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783844314151\"\u003e\u003ch3\u003eMulti-Period Investment Modelling Handbook\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783844314151","offer_id":39495916716125,"sku":"9783844314151","price":68.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/78f1cea7-eeb5-41ff-92b6-603803af8ae2.jpg?v=1775624332","url":"https:\/\/shop.autorenwelt.de\/en\/products\/modern-portfolio-selection-theory-von-fang-liu-und-bill-peters","provider":"Autorenwelt Shop","version":"1.0","type":"link"}