| Document Type
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BL
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| Record Number
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1005709
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| Doc. No
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b760079
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| Title & Author
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Financial optimization /\ edited by Stavros A. Zenios.
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| Publication Statement
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Cambridge ;New York :: Cambridge University Press,, 1993.
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| Page. NO
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xvii, 350 pages :: illustrations ;; 24 cm
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| ISBN
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0521419050
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: 0521577772
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: 9780521419055
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: 9780521577779
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| Notes
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"Proceedings of a conference held at the Wharton School, University of Pennsylvania, Philadelphia, USA, November, 1989"--Page.
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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Incorporating transaction costs in models for asset allocation / J.M. Mulvey -- Bond portfolio analysis using integer programming / R.M. Nauss -- Scenario immunization / R.S. Dembo -- Mortgages and Markov chains : a simplified evaluation model / P. Zipkin -- Parallel Monte Carlo simulation of mortgage-backed securities / S.A. Zenios.
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Some financial optimization models : I. risk management ; Some financial optimization models : II. financial engineering / H. Dahl, A. Meeraus, and S.A. Zenios -- New "financial market equilibrium" results : implications for practical financial optimization / H.M. Markowitz -- Empirical tests of biases in equity portfolio optimization / P. Muller -- An economic approach to valuation of single premium deferred annuities / M.R. Asay, P.J. Bouyoucos, and A.M. Marciano. Commentary / D.F. Babbel -- The optimal portfolio system : targeting horizon total returns under varying interest-rate scenarios / E. Adamidou [and others] -- Optimization tools for the financial manager's desk / M. Avriel -- A flexible approach to interest-rate risk management / H. Dahl -- Currency hedging strategies for US investment in Japan and Japanese investment in the US / W.T. Ziemba. Commentary / Y. Beppu.
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| Subject
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Finance-- Mathematical models, Congresses.
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Mathematical optimization, Congresses.
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Finances-- Modèles mathématiques, Congrès.
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Optimisation mathématique, Congrès.
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Finance-- Mathematical models, Congresses.
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Finance-- Mathematical models.
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Finances-- Modèles mathématiques-- Congrès.
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Finanzierung
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Investissements-- Modèles mathématiques.
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Kapitalanlage
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Kongress
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Mathematical optimization, Congresses.
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Mathematical optimization.
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Mathematisches Modell
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Optimierung
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Optimisation mathématique-- Congrès.
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Portfolio Selection
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Financiering.
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| Subject
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Optimaliseren.
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| Dewey Classification
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332/.01/5193
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| LC Classification
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HG174.F525 1993
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| NLM classification
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83.03bcl
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85.30bcl
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QH 420rvk
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QK 800rvk
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| Added Entry
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Zenios, Stavros Andrea.
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