Bookcover of Dynamic Debt Optimization and Mean-Variance Investment Portfolio
Booktitle:

Dynamic Debt Optimization and Mean-Variance Investment Portfolio

The Investment Management Strategy

LAP LAMBERT Academic Publishing (2016-03-11 )

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ISBN-13:

978-3-659-85866-6

ISBN-10:
3659858668
EAN:
9783659858666
Book language:
English
Blurb/Shorttext:
This work is of two parts: First part, dynamic programming (DP) algorithms for debt management and distribution of goods. DP is one of the algorithms designed to obtain solution one after another. In this work, DP is tailored towards debt management and distribution of goods. Second part, mean-variance investment portfolio management. A mean-variance optimization is a quantitative method used to construct portfolios for the investors and to determine return for a given level of risks. This work provides theoretical, algorithms and applications of DP for debt management and distribution of goods as well as mean-variance portfolio management for investors. Five separate and distinct problems in our societies were considered in this work. They include modeling and application of DP techniques to debt management, distribution of goods with stochastic break down, mean-variance investment portfolio with deterministic, stochastic, and consumption processes for pension plan members. The models should be useful to professionals and researchers in the area of operations research, optimization, financial and investment portfolio managers and institutions.
Publishing house:
LAP LAMBERT Academic Publishing
Website:
https://www.lap-publishing.com/
By (author) :
Charles Nkeki
Number of pages:
120
Published on:
2016-03-11
Stock:
Available
Category:
Mathematics
Price:
49.90 €
Keywords:
stochastics break down, distribution, Goods, mean, portfolio management, variance, dynamic debt optimization

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